+3,649.2%
AMAT vs GM
+245.8%
+3,403.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.1% | +7.3% | +9.5% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | -26.9% | +8.4% | -35.3% | -29.9% |
| 3M | -31.2% | +2.6% | -33.8% | -32.9% |
| 6M | -14.7% | +14.3% | -29.0% | -21.6% |
| YTD | +44.7% | +11.0% | +33.7% | +34.3% |
| 1Y | +62.0% | +27.8% | +34.1% | +40.4% |
| 3Y | +165.0% | +246.7% | -81.7% | +32.3% |
| 5Y | +147.1% | +59.6% | +87.5% | +77.0% |
| 10Y | +1,315.3% | +249.1% | +1,066.1% | +532.0% |
| All | +3,649.2% | +245.8% | +3,403.4% | +1,448.1% |
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