+3,093.2%
GLW vs AME
+18,019.4%
-14,926.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.2% |
| 7D | -13.9% | -5.2% | -8.8% | -11.1% |
| 30D | -35.0% | -8.0% | -27.0% | -31.6% |
| 3M | -32.4% | -8.9% | -23.4% | -28.1% |
| 6M | -41.3% | -5.0% | -36.4% | -38.4% |
| YTD | +21.8% | +11.9% | +10.0% | +18.5% |
| 1Y | +21.8% | +16.6% | +5.2% | +16.2% |
| 3Y | +307.7% | +62.5% | +245.2% | +223.8% |
| 5Y | +213.7% | +67.6% | +146.1% | +145.1% |
| 10Y | +509.3% | +450.4% | +58.9% | +175.0% |
| All | +3,093.2% | +18,019.4% | -14,926.1% | +371.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling