+137,736.4%
AMAT vs GLW
+4,677.5%
+133,058.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +1.8% |
| 7D | -1.5% | +3.8% | -5.3% | -3.1% |
| 30D | -14.8% | -1.3% | -13.4% | -14.5% |
| 3M | -9.3% | -21.8% | +12.5% | +0.9% |
| 6M | +27.4% | +6.9% | +20.5% | +22.3% |
| YTD | +77.6% | +77.2% | +0.4% | +36.4% |
| 1Y | +188.9% | +123.2% | +65.7% | +101.1% |
| 3Y | +202.3% | +400.0% | -197.7% | +48.8% |
| 5Y | +248.9% | +342.8% | -93.9% | +82.6% |
| 10Y | +1,585.2% | +771.4% | +813.8% | +587.2% |
| All | +137,736.4% | +4,677.5% | +133,058.9% | +17,172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling