+342.1%
GLW vs APH
+350.9%
-8.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.1% |
| 7D | +3.8% | +5.0% | -1.2% | +0.3% |
| 30D | -1.3% | -3.9% | +2.5% | +1.5% |
| 3M | -21.8% | +13.0% | -34.8% | -26.4% |
| 6M | +6.9% | +25.2% | -18.3% | -6.6% |
| YTD | +77.2% | +22.9% | +54.2% | +54.4% |
| 1Y | +123.2% | +47.8% | +75.4% | +72.6% |
| 3Y | +400.0% | +283.0% | +117.0% | +92.6% |
| All | +342.1% | +350.9% | -8.8% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling