+301.8%
AMD vs GLW
+304.0%
-2.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.4% | +9.4% |
| 7D | -11.0% | -13.9% | +2.9% | -2.0% |
| 30D | -30.5% | -35.0% | +4.5% | -9.5% |
| 3M | -8.2% | -32.4% | +24.1% | +15.2% |
| 6M | +6.6% | -41.3% | +47.9% | +38.8% |
| YTD | +109.7% | +21.8% | +87.8% | +64.8% |
| 1Y | +88.9% | +21.8% | +67.1% | +47.9% |
| 3Y | +301.8% | +307.7% | -5.8% | +60.7% |
| All | +301.8% | +304.0% | -2.2% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling