+132.8%
AMAT vs GLW
+293.7%
-160.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.9% | -0.7% | -5.6% |
| 7D | -24.3% | -19.7% | -4.5% | -13.1% |
| 30D | -39.8% | -38.8% | -1.0% | -18.9% |
| 3M | -40.2% | -33.9% | -6.3% | -24.2% |
| 6M | -22.1% | -36.0% | +13.9% | -0.8% |
| YTD | +24.7% | +18.7% | +5.9% | +7.4% |
| 1Y | +33.3% | +19.8% | +13.5% | +13.6% |
| All | +132.8% | +293.7% | -160.9% | -2.9% |
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