+297.3%
GLW vs AMC
-72.0%
+369.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -12.5% | -0.4% | -12.5% |
| 7D | -19.7% | 0.0% | -19.7% | -19.7% |
| 30D | -38.8% | +4.4% | -43.2% | -38.8% |
| 3M | -33.9% | +15.4% | -49.2% | -34.1% |
| 6M | -36.0% | +93.7% | -129.7% | -38.0% |
| YTD | +18.7% | +97.4% | -78.7% | +14.3% |
| 1Y | +19.8% | +23.2% | -3.4% | +18.2% |
| All | +297.3% | -72.0% | +369.3% | +332.9% |
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