+1,707.5%
AMAT vs GM
+221.2%
+1,486.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | +0.3% |
| 7D | +6.9% | -1.1% | +8.0% | +7.4% |
| 30D | -10.1% | -4.6% | -5.5% | -8.3% |
| 3M | -6.0% | +0.2% | -6.2% | -6.9% |
| 6M | +38.6% | +12.6% | +26.0% | +29.4% |
| YTD | +83.1% | +3.7% | +79.4% | +77.0% |
| 1Y | +188.3% | +45.6% | +142.7% | +133.0% |
| 3Y | +225.3% | +162.0% | +63.4% | +83.2% |
| 5Y | +262.0% | +80.5% | +181.5% | +141.1% |
| 10Y | +1,707.5% | +231.3% | +1,476.1% | +749.9% |
| All | +1,707.5% | +221.2% | +1,486.2% | +749.9% |
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