+1,148.3%
GLW vs AMCR
+100.3%
+1,048.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | -2.4% | +10.1% | +8.7% |
| 30D | -18.8% | +3.6% | -22.4% | -20.1% |
| 3M | -27.7% | -4.2% | -23.5% | -27.0% |
| 6M | -44.4% | +15.5% | -60.0% | -48.2% |
| YTD | +31.3% | +9.7% | +21.5% | +24.5% |
| 1Y | +40.0% | +8.3% | +31.7% | +33.4% |
| 3Y | +339.2% | +15.4% | +323.9% | +300.0% |
| 5Y | +229.2% | -9.1% | +238.3% | +227.5% |
| 10Y | +528.4% | +18.6% | +509.7% | +439.6% |
| All | +1,148.3% | +100.3% | +1,048.0% | +853.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling