+61.4%
AMAT vs GWRE
-24.5%
+85.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -1.7% |
| 7D | -11.2% | +2.2% | -13.4% | -10.5% |
| 30D | -31.9% | +4.5% | -36.4% | -30.7% |
| 3M | -32.3% | +6.4% | -38.8% | -29.6% |
| 6M | -5.4% | +18.8% | -24.2% | +6.1% |
| YTD | +44.3% | -15.1% | +59.4% | +65.6% |
| 1Y | +61.4% | -23.4% | +84.8% | +96.2% |
| All | +61.4% | -24.5% | +85.9% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling