+401.0%
GLW vs ATI
+915.7%
-514.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.2% |
| 7D | -13.9% | +6.2% | -20.1% | -15.4% |
| 30D | -35.0% | -7.1% | -27.9% | -33.3% |
| 3M | -32.4% | -21.3% | -11.0% | -26.6% |
| 6M | -41.3% | +6.5% | -47.8% | -41.9% |
| YTD | +21.8% | +53.2% | -31.3% | +8.4% |
| 1Y | +21.8% | +82.7% | -60.9% | +2.7% |
| 3Y | +307.7% | +314.3% | -6.6% | +154.3% |
| 5Y | +213.7% | +890.9% | -677.2% | +42.8% |
| 10Y | +509.3% | +1,142.3% | -633.1% | +113.9% |
| All | +401.0% | +915.7% | -514.7% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling