+203.0%
AMAT vs GM
+171.1%
+31.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | -1.5% | +1.9% | -3.4% | -2.1% |
| 30D | -14.8% | -1.4% | -13.4% | -14.6% |
| 3M | -9.3% | +5.9% | -15.2% | -11.4% |
| 6M | +27.4% | +12.4% | +15.0% | +21.8% |
| YTD | +77.6% | +8.6% | +68.9% | +70.9% |
| 1Y | +188.9% | +52.6% | +136.3% | +151.3% |
| All | +203.0% | +171.1% | +31.9% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling