+4,645.5%
AMAT vs GNRC
+2,087.1%
+2,558.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.4% |
| 7D | -1.5% | +1.9% | -3.4% | -2.2% |
| 30D | -14.8% | -13.8% | -1.0% | -10.1% |
| 3M | -9.3% | -32.6% | +23.4% | +5.5% |
| 6M | +27.4% | -15.2% | +42.6% | +36.1% |
| YTD | +77.6% | +37.4% | +40.2% | +59.2% |
| 1Y | +188.9% | +5.1% | +183.8% | +182.1% |
| 3Y | +202.3% | +57.5% | +144.8% | +147.7% |
| 5Y | +248.9% | -58.7% | +307.6% | +315.6% |
| 10Y | +1,585.2% | +395.5% | +1,189.7% | +824.1% |
| All | +4,645.5% | +2,087.1% | +2,558.4% | +1,656.9% |
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