+32.1%
GLW vs AMT
+11.6%
+20.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.1% | +9.3% |
| 7D | -5.9% | +0.4% | -6.3% | -5.5% |
| 30D | -26.0% | +3.7% | -29.7% | -24.3% |
| 3M | -29.9% | +10.7% | -40.6% | -26.4% |
| 6M | -37.8% | +9.3% | -47.0% | -34.3% |
| YTD | +33.1% | +10.9% | +22.2% | +39.3% |
| All | +32.1% | +11.6% | +20.5% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling