+89.9%
AMZN vs GLW
+349.1%
-259.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.3% | +1.6% |
| 7D | +8.7% | -5.9% | +14.6% | +9.4% |
| 30D | +1.7% | -26.0% | +27.7% | +6.0% |
| 3M | -2.8% | -29.9% | +27.1% | +1.6% |
| 6M | -2.1% | -37.8% | +35.7% | +1.0% |
| YTD | +15.6% | +33.1% | -17.5% | -5.6% |
| 1Y | +9.2% | +36.8% | -27.6% | -12.1% |
| 3Y | +89.9% | +356.1% | -266.2% | +12.6% |
| All | +89.9% | +349.1% | -259.3% | +12.6% |
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