+562.0%
GLW vs AMT
+134.0%
+428.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.4% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | -18.2% | +4.2% | -22.4% | -19.2% |
| 3M | -24.2% | +13.4% | -37.6% | -26.8% |
| 6M | -41.7% | +9.4% | -51.1% | -44.0% |
| YTD | +38.3% | +11.7% | +26.6% | +31.3% |
| 1Y | +38.2% | +7.1% | +31.1% | +32.9% |
| 3Y | +363.4% | +15.1% | +348.3% | +312.4% |
| 5Y | +254.6% | -17.9% | +272.4% | +257.5% |
| 10Y | +562.0% | +133.5% | +428.4% | +417.4% |
| All | +562.0% | +134.0% | +428.0% | +417.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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