+4,023.2%
AMAT vs GNRC
+2,164.8%
+1,858.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.7% | -0.7% | +3.5% |
| 7D | +7.0% | +2.5% | +4.5% | +6.4% |
| 30D | -20.6% | -11.2% | -9.4% | -16.7% |
| 3M | -24.8% | -10.1% | -14.6% | -22.0% |
| 6M | -10.7% | -28.5% | +17.8% | +1.1% |
| YTD | +54.3% | +42.3% | +12.0% | +36.1% |
| 1Y | +73.7% | +22.8% | +50.9% | +60.9% |
| 3Y | +168.4% | +87.3% | +81.1% | +107.9% |
| 5Y | +167.6% | -56.9% | +224.4% | +214.0% |
| 10Y | +1,425.2% | +384.9% | +1,040.3% | +735.5% |
| All | +4,023.2% | +2,164.8% | +1,858.5% | +1,402.1% |
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