+103.2%
AMAT vs GLXY
-41.9%
+145.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +2.7% |
| 7D | -14.7% | -14.6% | -0.1% | -11.2% |
| 30D | -36.1% | -36.2% | +0.1% | -28.0% |
| 3M | -36.9% | -30.1% | -6.8% | -31.5% |
| 6M | -22.2% | -56.1% | +33.9% | -6.0% |
| YTD | +29.9% | -38.9% | +68.8% | +43.0% |
| 1Y | +43.3% | -55.0% | +98.3% | +65.3% |
| All | +103.2% | -41.9% | +145.1% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling