+137,736.4%
AMAT vs GWW
+14,492.5%
+123,243.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.2% |
| 30D | -14.8% | +3.3% | -18.1% | -16.3% |
| 3M | -9.3% | +2.9% | -12.2% | -10.9% |
| 6M | +27.4% | +15.8% | +11.6% | +17.5% |
| YTD | +77.6% | +32.0% | +45.5% | +51.9% |
| 1Y | +188.9% | +29.9% | +159.0% | +148.6% |
| 3Y | +202.3% | +91.1% | +111.2% | +109.9% |
| 5Y | +248.9% | +223.9% | +25.0% | +80.8% |
| 10Y | +1,585.2% | +567.0% | +1,018.2% | +464.9% |
| All | +137,736.4% | +14,492.5% | +123,243.9% | +9,436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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