+117.1%
AMAT vs GLW
+217.2%
-100.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.9% | -0.7% | -5.0% |
| 7D | -24.3% | -19.7% | -4.5% | -12.2% |
| 30D | -39.8% | -38.8% | -1.0% | -17.0% |
| 3M | -40.2% | -33.9% | -6.3% | -22.9% |
| 6M | -22.1% | -36.0% | +13.9% | -0.4% |
| YTD | +24.7% | +18.7% | +5.9% | -0.1% |
| 1Y | +33.3% | +19.8% | +13.5% | +5.4% |
| 3Y | +133.9% | +294.3% | -160.4% | -30.7% |
| 5Y | +117.1% | +205.7% | -88.7% | -18.0% |
| All | +117.1% | +217.2% | -100.2% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling