+247.2%
AMAT vs GM
+88.8%
+158.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -1.5% | +1.9% | -3.4% | -2.4% |
| 30D | -14.8% | -1.4% | -13.4% | -14.5% |
| 3M | -9.3% | +5.9% | -15.2% | -12.2% |
| 6M | +27.4% | +12.4% | +15.0% | +19.6% |
| YTD | +77.6% | +8.6% | +68.9% | +68.4% |
| 1Y | +188.9% | +52.6% | +136.3% | +131.6% |
| 3Y | +202.3% | +169.7% | +32.6% | +69.4% |
| All | +247.2% | +88.8% | +158.4% | +113.6% |
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