+331.1%
AMD vs GLW
+400.9%
-69.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +1.4% |
| 7D | +2.6% | +3.8% | -1.2% | +0.4% |
| 30D | -0.9% | -1.3% | +0.4% | -0.7% |
| 3M | -8.7% | -21.8% | +13.1% | +1.6% |
| 6M | +136.3% | +6.9% | +129.4% | +113.0% |
| YTD | +123.0% | +77.2% | +45.8% | +40.5% |
| 1Y | +195.2% | +123.2% | +71.9% | +58.5% |
| All | +331.1% | +400.9% | -69.8% | +52.2% |
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