+1,139.7%
GLW vs AMT
+1,431.6%
-291.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.5% |
| 7D | -13.9% | +0.5% | -14.5% | -14.2% |
| 30D | -35.0% | +13.6% | -48.6% | -37.9% |
| 3M | -32.4% | +11.5% | -43.8% | -35.1% |
| 6M | -41.3% | +6.9% | -48.3% | -44.0% |
| YTD | +21.8% | +10.8% | +11.0% | +14.5% |
| 1Y | +21.8% | +10.3% | +11.5% | +14.6% |
| 3Y | +307.7% | +12.4% | +295.3% | +268.4% |
| 5Y | +213.7% | -20.1% | +233.8% | +212.0% |
| 10Y | +509.3% | +116.8% | +392.4% | +325.7% |
| All | +1,139.7% | +1,431.6% | -291.9% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling