+169.4%
AMAT vs GS
+203.7%
-34.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -5.9% |
| 7D | -11.2% | +0.3% | -11.5% | -11.4% |
| 30D | -31.9% | +3.9% | -35.7% | -33.8% |
| 3M | -32.3% | -11.4% | -20.9% | -26.0% |
| 6M | -5.4% | +3.7% | -9.1% | -6.9% |
| YTD | +44.3% | +7.1% | +37.1% | +38.6% |
| 1Y | +61.4% | +19.7% | +41.7% | +44.1% |
| All | +169.4% | +203.7% | -34.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 3y: compounded portfolio wealth divided by compounded GS 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…
3y analysis · Full analysis span regression · 6 months rolling