+2,527.0%
AMAT vs GME
+1,082.6%
+1,444.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -1.5% | +7.2% | -8.7% | -2.0% |
| 30D | -14.8% | +0.8% | -15.6% | -14.9% |
| 3M | -9.3% | -14.0% | +4.7% | -8.4% |
| 6M | +27.4% | -19.7% | +47.1% | +29.1% |
| YTD | +77.6% | -4.6% | +82.1% | +77.4% |
| 1Y | +188.9% | -14.3% | +203.3% | +191.0% |
| 3Y | +202.3% | +4.0% | +198.3% | +173.2% |
| 5Y | +248.9% | -62.2% | +311.1% | +226.3% |
| 10Y | +1,585.2% | +241.4% | +1,343.9% | +543.9% |
| All | +2,527.0% | +1,082.6% | +1,444.4% | +497.8% |
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