+244.0%
GLW vs AMCR
-9.0%
+253.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +15.5% | -4.5% | +20.0% | +17.6% |
| 30D | -19.6% | +4.9% | -24.4% | -21.4% |
| 3M | -28.5% | -4.6% | -23.9% | -27.6% |
| 6M | -39.5% | +15.2% | -54.7% | -44.4% |
| YTD | +37.2% | +9.7% | +27.5% | +28.3% |
| 1Y | +35.4% | +10.5% | +24.9% | +26.0% |
| 3Y | +359.7% | +13.8% | +345.9% | +301.6% |
| 5Y | +244.0% | -9.1% | +253.1% | +248.3% |
| All | +244.0% | -9.0% | +253.0% | +248.3% |
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 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