+142.7%
AMAT vs GLW
+304.0%
-161.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.6% |
| 7D | -14.7% | -13.9% | -0.8% | -6.2% |
| 30D | -36.1% | -35.0% | -1.1% | -17.0% |
| 3M | -36.9% | -32.4% | -4.5% | -21.1% |
| 6M | -22.2% | -41.3% | +19.2% | +4.4% |
| YTD | +29.9% | +21.8% | +8.1% | +10.2% |
| 1Y | +43.3% | +21.8% | +21.4% | +21.0% |
| 3Y | +142.7% | +307.7% | -165.0% | -0.3% |
| All | +142.7% | +304.0% | -161.4% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling