+1,665.0%
GLW vs APH
+114,578.9%
-112,913.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.3% | -3.6% | -8.2% |
| 7D | -19.7% | -12.7% | -7.0% | -13.8% |
| 30D | -38.8% | -19.2% | -19.6% | -31.5% |
| 3M | -33.9% | -16.7% | -17.2% | -26.8% |
| 6M | -36.0% | +5.1% | -41.1% | -36.5% |
| YTD | +18.7% | +6.6% | +12.2% | +16.6% |
| 1Y | +19.8% | +3.9% | +15.9% | +19.2% |
| 3Y | +294.3% | +246.0% | +48.3% | +116.3% |
| 5Y | +205.7% | +268.0% | -62.3% | +62.8% |
| 10Y | +493.8% | +868.2% | -374.5% | +110.3% |
| All | +1,665.0% | +114,578.9% | -112,913.9% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling