+224.5%
GLW vs AMRZ
-17.3%
+241.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.3% | +11.8% | +8.5% |
| 7D | +14.0% | -2.0% | +16.0% | +14.4% |
| 30D | +0.4% | -9.8% | +10.2% | +2.6% |
| 3M | -11.3% | -17.2% | +5.9% | -8.3% |
| 6M | +35.1% | -26.9% | +62.0% | +44.9% |
| YTD | +90.5% | -21.5% | +112.0% | +100.5% |
| 1Y | +132.0% | -22.9% | +154.9% | +141.2% |
| All | +224.5% | -17.3% | +241.8% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling