+521.8%
GLW vs AME
+438.4%
+83.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.1% | -4.1% | -7.0% | -7.2% |
| 30D | -28.4% | -4.1% | -24.3% | -25.2% |
| 3M | -28.8% | -5.6% | -23.2% | -24.0% |
| 6M | -39.8% | +2.8% | -42.7% | -39.3% |
| YTD | +28.7% | +16.6% | +12.1% | +18.8% |
| 1Y | +27.7% | +21.1% | +6.6% | +14.6% |
| 3Y | +331.3% | +61.1% | +270.3% | +198.0% |
| 5Y | +233.4% | +76.6% | +156.9% | +110.1% |
| 10Y | +521.8% | +431.3% | +90.4% | +92.4% |
| All | +521.8% | +438.4% | +83.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling