+156.4%
AMAT vs GS
+152.6%
+3.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -6.0% |
| 7D | -11.2% | +0.3% | -11.5% | -11.5% |
| 30D | -31.9% | +3.9% | -35.7% | -33.8% |
| 3M | -32.3% | -11.4% | -20.9% | -25.8% |
| 6M | -5.4% | +3.7% | -9.1% | -7.3% |
| YTD | +44.3% | +7.1% | +37.1% | +37.7% |
| 1Y | +61.4% | +19.7% | +41.7% | +42.0% |
| 3Y | +170.6% | +202.8% | -32.2% | +13.8% |
| 5Y | +156.4% | +156.7% | -0.3% | +12.1% |
| All | +156.4% | +152.6% | +3.8% | +12.1% |
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