+1,616.4%
AMAT vs GILD
+163.6%
+1,452.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +0.4% | -4.8% | +5.2% | +2.0% |
| 30D | -16.6% | +5.8% | -22.4% | -18.4% |
| 3M | -17.3% | +14.9% | -32.2% | -22.1% |
| 6M | +30.3% | -0.4% | +30.7% | +29.2% |
| YTD | +78.3% | +18.5% | +59.7% | +65.6% |
| 1Y | +169.8% | +25.1% | +144.7% | +144.7% |
| 3Y | +218.5% | +105.9% | +112.6% | +130.8% |
| 5Y | +247.7% | +143.0% | +104.7% | +127.5% |
| All | +1,616.4% | +163.6% | +1,452.8% | +974.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GILD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling