+410.2%
GLW vs AMC
-79.6%
+489.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +5.6% |
| 7D | +3.8% | +2.3% | +1.4% | +3.7% |
| 30D | -1.3% | -0.7% | -0.6% | -1.4% |
| 3M | -21.8% | +35.2% | -57.0% | -22.9% |
| 6M | +6.9% | +124.6% | -117.7% | +2.2% |
| YTD | +77.2% | +69.9% | +7.3% | +71.4% |
| 1Y | +123.2% | -2.6% | +125.8% | +121.7% |
| All | +410.2% | -79.6% | +489.9% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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