+1,362.0%
AMAT vs GM
+206.8%
+1,155.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.2% |
| 7D | +19.3% | -3.4% | +22.8% | +21.4% |
| 30D | -17.9% | +2.7% | -20.6% | -19.2% |
| 3M | -30.4% | -0.4% | -30.0% | -31.2% |
| 6M | -11.4% | +13.3% | -24.8% | -18.3% |
| YTD | +48.8% | +6.8% | +42.0% | +40.3% |
| 1Y | +66.0% | +21.1% | +44.9% | +47.1% |
| 3Y | +158.8% | +231.0% | -72.2% | +27.8% |
| 5Y | +153.2% | +41.9% | +111.2% | +89.7% |
| All | +1,362.0% | +206.8% | +1,155.3% | +666.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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