+126.7%
AMAT vs GM
+53.0%
+73.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.8% | +5.7% |
| 7D | -14.7% | -1.4% | -13.3% | -14.3% |
| 30D | -36.1% | +6.4% | -42.5% | -38.1% |
| 3M | -36.9% | -0.7% | -36.2% | -37.5% |
| 6M | -22.2% | +9.9% | -32.1% | -27.1% |
| YTD | +29.9% | +6.7% | +23.3% | +22.8% |
| 1Y | +43.3% | +26.2% | +17.0% | +25.1% |
| 3Y | +142.7% | +205.0% | -62.4% | +24.0% |
| All | +126.7% | +53.0% | +73.7% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling