+398.9%
GLW vs AMDL
+95.0%
+303.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.2% | -3.5% | +3.7% |
| 7D | +3.8% | +4.5% | -0.8% | +2.8% |
| 30D | -1.3% | -4.4% | +3.1% | -0.6% |
| 3M | -21.8% | -30.5% | +8.7% | -17.2% |
| 6M | +6.9% | +300.9% | -294.0% | -16.3% |
| YTD | +77.2% | +219.9% | -142.8% | +40.1% |
| 1Y | +123.2% | +374.7% | -251.5% | +63.1% |
| All | +398.9% | +95.0% | +303.9% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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