+1,321.9%
AMAT vs GWRE
+167.6%
+1,154.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +11.4% | -2.0% | +13.3% | +12.0% |
| 30D | -17.0% | -4.1% | -13.0% | -16.8% |
| 3M | -30.6% | -13.4% | -17.3% | -29.9% |
| 6M | -14.9% | +26.0% | -40.9% | -30.0% |
| YTD | +44.7% | -21.3% | +66.0% | +42.8% |
| 1Y | +66.9% | -27.5% | +94.4% | +71.5% |
| 3Y | +153.3% | +72.7% | +80.6% | +44.7% |
| 5Y | +146.2% | +26.4% | +119.9% | +64.0% |
| All | +1,321.9% | +167.6% | +1,154.3% | +492.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling