+4,468.4%
AMAT vs GWRE
+869.7%
+3,598.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -19.9% | +24.2% | +10.5% |
| 7D | -1.5% | -21.1% | +19.6% | +4.8% |
| 30D | -14.8% | +1.3% | -16.1% | -16.8% |
| 3M | -9.3% | +7.4% | -16.7% | -15.8% |
| 6M | +27.4% | +5.6% | +21.8% | +14.7% |
| YTD | +77.6% | -19.2% | +96.8% | +76.0% |
| 1Y | +188.9% | -25.1% | +214.1% | +191.6% |
| 3Y | +202.3% | +87.7% | +114.6% | +95.2% |
| 5Y | +248.9% | +32.0% | +216.9% | +155.8% |
| 10Y | +1,585.2% | +157.8% | +1,427.4% | +882.3% |
| All | +4,468.4% | +869.7% | +3,598.7% | +1,992.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling