+3,266.4%
AMAT vs GM
+232.3%
+3,034.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.8% | +5.9% |
| 7D | -14.7% | -1.4% | -13.3% | -14.3% |
| 30D | -36.1% | +6.4% | -42.5% | -38.3% |
| 3M | -36.9% | -0.7% | -36.2% | -37.6% |
| 6M | -22.2% | +9.9% | -32.1% | -27.2% |
| YTD | +29.9% | +6.7% | +23.3% | +22.7% |
| 1Y | +43.3% | +26.2% | +17.0% | +24.7% |
| 3Y | +142.7% | +205.0% | -62.4% | +28.7% |
| 5Y | +126.2% | +53.6% | +72.6% | +64.6% |
| 10Y | +1,211.7% | +233.4% | +978.3% | +497.7% |
| All | +3,266.4% | +232.3% | +3,034.1% | +1,314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling