+3,767.2%
AMAT vs GNRC
+2,103.5%
+1,663.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.8% | +4.6% | +8.9% |
| 7D | -1.1% | -6.6% | +5.5% | +1.8% |
| 30D | -26.9% | -16.1% | -10.8% | -21.7% |
| 3M | -31.2% | -11.1% | -20.1% | -28.4% |
| 6M | -14.7% | -29.9% | +15.2% | -2.6% |
| YTD | +44.7% | +38.4% | +6.3% | +29.0% |
| 1Y | +62.0% | +21.5% | +40.4% | +50.7% |
| 3Y | +165.0% | +83.5% | +81.4% | +106.8% |
| 5Y | +147.1% | -57.1% | +204.2% | +190.7% |
| 10Y | +1,315.3% | +372.1% | +943.2% | +683.1% |
| All | +3,767.2% | +2,103.5% | +1,663.8% | +1,323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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