+478.1%
GLW vs AMCR
+8.5%
+469.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.4% |
| 7D | +16.9% | -6.3% | +23.2% | +19.2% |
| 30D | +7.0% | -7.1% | +14.1% | +9.3% |
| 3M | -3.0% | +12.7% | -15.6% | -8.4% |
| 6M | +31.0% | +5.2% | +25.8% | +25.7% |
| YTD | +93.4% | +8.1% | +85.3% | +84.6% |
| 1Y | +134.7% | +11.7% | +123.0% | +121.1% |
| All | +478.1% | +8.5% | +469.6% | +423.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling