+241.2%
AMAT vs GILD
+142.1%
+99.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.4% | -4.8% | +5.2% | +1.1% |
| 30D | -16.6% | +5.8% | -22.4% | -17.5% |
| 3M | -17.3% | +14.9% | -32.2% | -19.8% |
| 6M | +30.3% | -0.4% | +30.7% | +30.4% |
| YTD | +78.3% | +18.5% | +59.7% | +72.1% |
| 1Y | +169.8% | +25.1% | +144.7% | +157.1% |
| 3Y | +218.5% | +105.9% | +112.6% | +171.7% |
| All | +241.2% | +142.1% | +99.1% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling