+837.6%
GLW vs ATI
+1,051.1%
-213.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.1% | +8.1% |
| 7D | +14.0% | +3.2% | +10.8% | +12.9% |
| 30D | +0.4% | -9.0% | +9.4% | +3.4% |
| 3M | -11.3% | +15.1% | -26.4% | -14.7% |
| 6M | +35.1% | +38.1% | -3.1% | +23.7% |
| YTD | +90.5% | +80.7% | +9.9% | +62.2% |
| 1Y | +132.0% | +167.5% | -35.5% | +76.4% |
| 3Y | +463.3% | +366.0% | +97.3% | +251.7% |
| 5Y | +382.5% | +1,088.8% | -706.3% | +123.3% |
| 10Y | +837.6% | +1,055.0% | -217.3% | +289.8% |
| All | +837.6% | +1,051.1% | -213.5% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling