+205.7%
GLW vs APH
+274.6%
-68.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.3% | -3.6% | -6.2% |
| 7D | -19.7% | -12.7% | -7.0% | -11.2% |
| 30D | -38.8% | -19.2% | -19.6% | -28.4% |
| 3M | -33.9% | -16.7% | -17.2% | -23.8% |
| 6M | -36.0% | +5.1% | -41.1% | -36.1% |
| YTD | +18.7% | +6.6% | +12.2% | +16.0% |
| 1Y | +19.8% | +3.9% | +15.9% | +19.1% |
| 3Y | +294.3% | +246.0% | +48.3% | +66.8% |
| 5Y | +205.7% | +268.0% | -62.3% | +19.2% |
| All | +205.7% | +274.6% | -68.9% | +19.2% |
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