+123.2%
GLW vs AMCR
+11.5%
+111.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.2% |
| 7D | +3.8% | -3.3% | +7.0% | +4.8% |
| 30D | -1.3% | -5.4% | +4.1% | +0.3% |
| 3M | -21.8% | +20.0% | -41.8% | -29.1% |
| 6M | +6.9% | 0.0% | +6.8% | -0.6% |
| YTD | +77.2% | +11.5% | +65.6% | +70.9% |
| 1Y | +123.2% | +11.4% | +111.9% | +119.3% |
| All | +123.2% | +11.5% | +111.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling