-5.9%
ABT vs AMCR
+32.3%
-38.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +4.8% |
| 7D | +12.5% | +6.2% | +6.3% | +11.0% |
| 30D | +16.1% | +16.0% | +0.1% | +12.4% |
| 3M | +10.2% | +4.4% | +5.8% | +9.0% |
| 6M | +33.7% | +35.5% | -1.8% | +26.5% |
| YTD | -5.5% | +21.5% | -27.0% | -9.2% |
| 1Y | -5.9% | +30.7% | -36.6% | -12.4% |
| All | -5.9% | +32.3% | -38.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling