+27.4%
AMAT vs GLW
+2.5%
+24.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +0.7% |
| 7D | -1.5% | +3.8% | -5.3% | -3.8% |
| 30D | -14.8% | -1.3% | -13.4% | -14.6% |
| 3M | -9.3% | -21.8% | +12.5% | +4.3% |
| 6M | +27.4% | +6.9% | +20.5% | +20.7% |
| All | +27.4% | +2.5% | +24.9% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling