+833.1%
GLW vs AMCR
+16.5%
+816.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +11.7% | -5.0% | +16.7% | +14.3% |
| 30D | +2.7% | -8.0% | +10.6% | +6.3% |
| 3M | -2.8% | +14.3% | -17.1% | -10.2% |
| 6M | +20.2% | +5.3% | +14.8% | +15.4% |
| YTD | +87.3% | +7.7% | +79.5% | +77.0% |
| 1Y | +119.6% | +10.8% | +108.7% | +103.6% |
| 3Y | +453.7% | +9.6% | +444.1% | +400.3% |
| 5Y | +376.1% | -10.2% | +386.3% | +374.7% |
| All | +833.1% | +16.5% | +816.6% | +641.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling