+289.5%
GLW vs AMDL
+119.6%
+169.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +14.3% | -6.9% | +4.1% |
| 7D | +1.4% | +18.5% | -17.1% | -4.3% |
| 30D | -18.2% | -24.2% | +6.0% | -15.9% |
| 3M | -24.2% | +11.5% | -35.7% | -28.6% |
| 6M | -41.7% | -1.0% | -40.7% | -44.4% |
| YTD | +38.3% | +260.3% | -222.0% | +3.0% |
| 1Y | +38.2% | +178.2% | -140.0% | +5.9% |
| All | +289.5% | +119.6% | +169.9% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling