+1,901.9%
AMAT vs GRMN
+6,910.7%
-5,008.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.0% | -12.6% | -13.2% |
| 7D | -24.3% | +2.3% | -26.6% | -25.0% |
| 30D | -39.8% | +2.6% | -42.4% | -40.7% |
| 3M | -40.2% | -5.0% | -35.2% | -39.4% |
| 6M | -22.1% | +23.1% | -45.2% | -29.4% |
| YTD | +24.7% | +42.9% | -18.2% | +6.8% |
| 1Y | +33.3% | +41.7% | -8.4% | +14.6% |
| 3Y | +133.9% | +160.7% | -26.9% | +55.2% |
| 5Y | +117.1% | +124.2% | -7.1% | +53.3% |
| 10Y | +1,158.7% | +684.8% | +473.9% | +505.9% |
| All | +1,901.9% | +6,910.7% | -5,008.9% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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