+179.4%
AMAT vs GWRE
-45.4%
+224.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.5% |
| 7D | +4.2% | -30.9% | +35.1% | -4.4% |
| 30D | -13.5% | -20.7% | +7.2% | -17.4% |
| 3M | -8.6% | +20.2% | -28.7% | -3.5% |
| 6M | +31.6% | -11.9% | +43.4% | +38.9% |
| YTD | +77.3% | -30.3% | +107.6% | +95.1% |
| 1Y | +179.4% | -44.6% | +224.0% | +249.0% |
| All | +179.4% | -45.4% | +224.7% | +249.0% |
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