+132.0%
GLW vs AME
+27.5%
+104.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.5% | +7.5% |
| 7D | +14.0% | +2.8% | +11.2% | +9.6% |
| 30D | +0.4% | -6.3% | +6.6% | +10.6% |
| 3M | -11.3% | +5.4% | -16.7% | -15.1% |
| 6M | +35.1% | +7.4% | +27.6% | +27.8% |
| YTD | +90.5% | +16.2% | +74.4% | +75.0% |
| 1Y | +132.0% | +26.8% | +105.2% | +106.7% |
| All | +132.0% | +27.5% | +104.5% | +106.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling