+7,765.4%
AMD vs GLW
+526.2%
+7,239.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.3% | -4.4% | -5.9% |
| 7D | +18.9% | +7.7% | +11.2% | +13.6% |
| 30D | -6.4% | -18.8% | +12.4% | +8.7% |
| 3M | +10.6% | -27.7% | +38.3% | +36.8% |
| 6M | +19.9% | -44.4% | +64.3% | +68.0% |
| YTD | +149.4% | +31.3% | +118.1% | +83.6% |
| 1Y | +115.4% | +40.0% | +75.3% | +50.9% |
| 3Y | +357.3% | +339.2% | +18.0% | +38.7% |
| 5Y | +261.1% | +229.2% | +31.9% | +35.3% |
| All | +7,765.4% | +526.2% | +7,239.2% | +1,478.3% |
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