+1,162.1%
AMAT vs GLW
+498.6%
+663.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.4% |
| 7D | -14.7% | -13.9% | -0.8% | -5.1% |
| 30D | -36.1% | -35.0% | -1.1% | -13.7% |
| 3M | -36.9% | -32.4% | -4.5% | -18.7% |
| 6M | -22.2% | -41.3% | +19.2% | +7.4% |
| YTD | +29.9% | +21.8% | +8.1% | +0.1% |
| 1Y | +43.3% | +21.8% | +21.4% | +9.8% |
| 3Y | +142.7% | +307.7% | -165.0% | -29.8% |
| 5Y | +126.2% | +213.7% | -87.5% | -19.6% |
| All | +1,162.1% | +498.6% | +663.5% | +149.1% |
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