+261.9%
AMD vs GLW
+293.7%
-31.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.9% | -4.3% | -9.4% |
| 7D | -28.6% | -19.7% | -8.9% | -17.9% |
| 30D | -37.7% | -38.8% | +1.1% | -16.1% |
| 3M | -16.1% | -33.9% | +17.8% | +6.6% |
| 6M | +13.8% | -36.0% | +49.8% | +40.9% |
| YTD | +88.8% | +18.7% | +70.1% | +50.6% |
| 1Y | +57.8% | +19.8% | +38.0% | +24.5% |
| All | +261.9% | +293.7% | -31.9% | +46.9% |
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