+117.1%
AMAT vs GS
+138.4%
-21.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.4% | -7.2% | -8.6% |
| 7D | -24.3% | -6.3% | -18.0% | -20.0% |
| 30D | -39.8% | -3.1% | -36.6% | -37.9% |
| 3M | -40.2% | -17.7% | -22.5% | -30.2% |
| 6M | -22.1% | -4.6% | -17.6% | -18.3% |
| YTD | +24.7% | +0.3% | +24.4% | +25.9% |
| 1Y | +33.3% | +11.7% | +21.5% | +24.3% |
| 3Y | +133.9% | +183.6% | -49.7% | +4.0% |
| 5Y | +117.1% | +141.0% | -23.9% | +0.4% |
| All | +117.1% | +138.4% | -21.4% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling