+123.2%
GLW vs APH
-25.2%
+148.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -47.8% | +51.5% | +18.8% |
| 7D | +1.2% | -48.7% | +49.9% | +17.4% |
| 30D | -1.3% | -51.9% | +50.6% | +20.5% |
| 3M | -21.8% | -43.6% | +21.8% | -12.2% |
| 6M | +6.9% | -37.5% | +44.4% | +12.0% |
| YTD | +77.2% | -38.6% | +115.8% | +82.5% |
| 1Y | +123.2% | -26.3% | +149.6% | +118.3% |
| All | +123.2% | -25.2% | +148.5% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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