+356.1%
GLW vs AMT
+13.8%
+342.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.1% | +9.3% |
| 7D | -5.9% | +0.4% | -6.3% | -5.7% |
| 30D | -26.0% | +3.7% | -29.7% | -25.1% |
| 3M | -29.9% | +10.7% | -40.6% | -27.9% |
| 6M | -37.8% | +9.3% | -47.0% | -35.7% |
| YTD | +33.1% | +10.9% | +22.2% | +38.1% |
| 1Y | +36.8% | +10.5% | +26.3% | +41.9% |
| 3Y | +356.1% | +15.5% | +340.5% | +346.0% |
| All | +356.1% | +13.8% | +342.3% | +346.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling