+233.4%
GLW vs AMT
-19.6%
+253.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.3% |
| 7D | -11.1% | +1.6% | -12.8% | -11.1% |
| 30D | -28.4% | +4.5% | -32.9% | -28.5% |
| 3M | -28.8% | +13.8% | -42.6% | -29.0% |
| 6M | -39.8% | +10.0% | -49.9% | -40.2% |
| YTD | +28.7% | +11.8% | +17.0% | +27.5% |
| 1Y | +27.7% | +10.2% | +17.5% | +26.7% |
| 3Y | +331.3% | +15.1% | +316.2% | +304.4% |
| 5Y | +233.4% | -18.8% | +252.3% | +235.7% |
| All | +233.4% | -19.6% | +253.1% | +235.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling