+123.2%
GLW vs AMRZ
-14.5%
+137.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | -1.9% | +5.7% | +4.3% |
| 30D | -1.3% | -16.9% | +15.6% | +3.5% |
| 3M | -21.8% | -19.2% | -2.6% | -17.7% |
| 6M | +6.9% | -29.3% | +36.2% | +17.4% |
| YTD | +77.2% | -18.0% | +95.1% | +84.7% |
| 1Y | +123.2% | -15.1% | +138.3% | +127.0% |
| All | +123.2% | -14.5% | +137.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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