+526.0%
GLW vs AMT
+136.5%
+389.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.5% |
| 7D | +7.7% | +1.5% | +6.2% | +7.4% |
| 30D | -18.8% | +6.8% | -25.7% | -20.3% |
| 3M | -27.7% | +11.2% | -38.9% | -29.9% |
| 6M | -44.4% | +12.5% | -56.9% | -47.0% |
| YTD | +31.3% | +12.5% | +18.8% | +24.4% |
| 1Y | +40.0% | +10.1% | +29.9% | +33.6% |
| 3Y | +339.2% | +16.0% | +323.2% | +290.0% |
| 5Y | +229.2% | -17.2% | +246.3% | +231.1% |
| All | +526.0% | +136.5% | +389.5% | +382.1% |
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