+127.5%
AMAT vs GLXY
-40.0%
+167.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.4% |
| 7D | -2.5% | -16.2% | +13.7% | +2.5% |
| 30D | -26.5% | -30.6% | +4.1% | -19.1% |
| 3M | -28.6% | -27.7% | -0.9% | -23.2% |
| 6M | -14.2% | -53.3% | +39.1% | +2.0% |
| YTD | +45.5% | -36.9% | +82.4% | +58.7% |
| 1Y | +59.3% | -55.6% | +115.0% | +83.6% |
| All | +127.5% | -40.0% | +167.5% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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