+394.5%
GLW vs AMCR
-10.2%
+404.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.7% |
| 7D | +16.9% | -6.3% | +23.2% | +20.0% |
| 30D | +7.0% | -7.1% | +14.1% | +10.0% |
| 3M | -3.0% | +12.7% | -15.6% | -9.5% |
| 6M | +31.0% | +5.2% | +25.8% | +25.6% |
| YTD | +93.4% | +8.1% | +85.3% | +82.6% |
| 1Y | +134.7% | +11.7% | +123.0% | +117.3% |
| 3Y | +471.8% | +9.9% | +461.9% | +409.8% |
| 5Y | +394.5% | -8.7% | +403.1% | +390.2% |
| All | +394.5% | -10.2% | +404.7% | +390.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling