+279.6%
GLW vs AMIX
-99.9%
+379.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.8% | -12.1% | -3.4% |
| 7D | -11.1% | +11.4% | -22.6% | -11.3% |
| 30D | -28.4% | -40.5% | +12.1% | -27.8% |
| 3M | -28.8% | -80.1% | +51.3% | -27.0% |
| 6M | -39.8% | -74.8% | +35.0% | -41.6% |
| YTD | +28.7% | -84.0% | +112.7% | +25.2% |
| 1Y | +27.7% | -89.7% | +117.4% | +24.5% |
| All | +279.6% | -99.9% | +379.5% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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