+1,822.2%
AMAT vs GME
+1,450.5%
+371.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +3.9% |
| 7D | -14.7% | +3.7% | -18.4% | -14.9% |
| 30D | -36.1% | +2.2% | -38.3% | -36.2% |
| 3M | -36.9% | +30.6% | -67.5% | -38.2% |
| 6M | -22.2% | -0.2% | -22.0% | -22.4% |
| YTD | +29.9% | +25.1% | +4.8% | +27.2% |
| 1Y | +43.3% | +17.7% | +25.6% | +40.8% |
| 3Y | +142.7% | +85.7% | +57.0% | +109.9% |
| 5Y | +126.2% | -52.9% | +179.1% | +108.1% |
| 10Y | +1,211.7% | +504.9% | +706.8% | +355.3% |
| All | +1,822.2% | +1,450.5% | +371.7% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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