+228.1%
AMAT vs GWRE
+66.3%
+161.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.8% | +11.8% | +4.0% |
| 7D | +7.0% | -25.6% | +32.6% | +7.1% |
| 30D | -12.2% | -12.2% | 0.0% | -12.5% |
| 3M | -3.8% | +17.7% | -21.5% | -6.0% |
| 6M | +45.9% | -11.3% | +57.3% | +49.0% |
| YTD | +84.6% | -25.5% | +110.1% | +97.0% |
| 1Y | +193.4% | -42.8% | +236.2% | +238.5% |
| 3Y | +228.1% | +59.0% | +169.1% | +144.0% |
| All | +228.1% | +66.3% | +161.7% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling