+95.0%
AMAT vs GLXY
-44.8%
+139.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.1% | -6.5% | -11.5% |
| 7D | -24.3% | -28.4% | +4.1% | -17.0% |
| 30D | -39.8% | -41.4% | +1.6% | -30.5% |
| 3M | -40.2% | -31.9% | -8.3% | -34.6% |
| 6M | -22.1% | -57.2% | +35.1% | -5.0% |
| YTD | +24.7% | -41.9% | +66.6% | +39.3% |
| 1Y | +33.3% | -58.7% | +92.0% | +57.0% |
| All | +95.0% | -44.8% | +139.8% | +125.8% |
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