+6.9%
GLW vs AMCR
-1.1%
+8.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | +3.8% | -1.9% | +5.6% | +4.6% |
| 30D | -1.3% | -4.1% | +2.7% | +0.6% |
| 3M | -21.8% | +21.7% | -43.5% | -34.5% |
| 6M | +6.9% | +1.5% | +5.4% | +3.7% |
| All | +6.9% | -1.1% | +8.0% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling