+8,164.6%
AMD vs GLW
+570.0%
+7,594.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.4% | -0.1% | +2.3% |
| 7D | +13.1% | +1.4% | +11.7% | +13.2% |
| 30D | -7.0% | -18.2% | +11.3% | +7.4% |
| 3M | +16.6% | -24.2% | +40.8% | +39.1% |
| 6M | +20.5% | -41.7% | +62.2% | +63.1% |
| YTD | +158.2% | +38.3% | +119.9% | +83.3% |
| 1Y | +132.8% | +38.2% | +94.6% | +64.8% |
| 3Y | +366.2% | +363.4% | +2.8% | +36.2% |
| 5Y | +278.7% | +254.6% | +24.1% | +34.8% |
| 10Y | +8,164.6% | +562.0% | +7,602.6% | +1,483.7% |
| All | +8,164.6% | +570.0% | +7,594.6% | +1,483.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling