+3,757.8%
AMAT vs GS
+1,690.5%
+2,067.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -5.3% |
| 7D | -11.2% | +0.3% | -11.5% | -11.4% |
| 30D | -31.9% | +3.9% | -35.7% | -33.3% |
| 3M | -32.3% | -11.4% | -20.9% | -27.6% |
| 6M | -5.4% | +3.7% | -9.1% | -6.7% |
| YTD | +44.3% | +7.1% | +37.1% | +39.9% |
| 1Y | +61.4% | +19.7% | +41.7% | +47.0% |
| 3Y | +170.6% | +202.8% | -32.2% | +45.3% |
| 5Y | +156.4% | +156.7% | -0.3% | +51.0% |
| 10Y | +1,356.4% | +548.7% | +807.7% | +410.2% |
| All | +3,757.8% | +1,690.5% | +2,067.4% | +436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling