+203.0%
AMAT vs GS
+239.2%
-36.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +0.9% | -2.4% | -2.2% |
| 30D | -14.8% | -1.6% | -13.2% | -13.9% |
| 3M | -9.3% | -4.5% | -4.8% | -6.0% |
| 6M | +27.4% | +20.9% | +6.5% | +12.5% |
| YTD | +77.6% | +19.9% | +57.7% | +57.5% |
| 1Y | +188.9% | +41.4% | +147.5% | +130.0% |
| All | +203.0% | +239.2% | -36.2% | +51.2% |
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