+262.0%
AMAT vs GWRE
+15.9%
+246.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | +0.1% |
| 7D | +6.9% | -26.2% | +33.1% | +12.5% |
| 30D | -10.1% | -17.8% | +7.6% | -8.0% |
| 3M | -6.0% | +14.2% | -20.2% | -13.7% |
| 6M | +38.6% | -12.9% | +51.5% | +36.1% |
| YTD | +83.1% | -29.2% | +112.3% | +93.9% |
| 1Y | +188.3% | -44.4% | +232.8% | +239.8% |
| 3Y | +225.3% | +51.1% | +174.3% | +106.2% |
| 5Y | +262.0% | +16.5% | +245.4% | +159.8% |
| All | +262.0% | +15.9% | +246.0% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling