+1,587.5%
AMAT vs GLW
+771.4%
+816.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +0.3% |
| 7D | -1.5% | +3.8% | -5.3% | -4.0% |
| 30D | -14.8% | -1.3% | -13.4% | -14.6% |
| 3M | -9.3% | -21.8% | +12.5% | +5.6% |
| 6M | +27.4% | +6.9% | +20.5% | +14.1% |
| YTD | +77.6% | +77.2% | +0.4% | +6.6% |
| 1Y | +188.9% | +123.2% | +65.7% | +44.4% |
| 3Y | +202.3% | +400.0% | -197.7% | -22.2% |
| 5Y | +248.9% | +342.8% | -93.9% | -1.3% |
| All | +1,587.5% | +771.4% | +816.1% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling