+95.5%
AMD vs GLW
+40.1%
+55.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.9% | +4.2% |
| 7D | -15.5% | -9.5% | -6.0% | -10.7% |
| 30D | -22.6% | -25.5% | +2.8% | -9.3% |
| 3M | -5.7% | -25.6% | +19.8% | +9.6% |
| 6M | +43.1% | -25.5% | +68.6% | +60.7% |
| YTD | +128.2% | +36.4% | +91.9% | +83.1% |
| 1Y | +95.5% | +40.6% | +54.9% | +50.7% |
| All | +95.5% | +40.1% | +55.3% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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