+197.1%
ABT vs AMCR
+14.6%
+182.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -5.9% | -6.3% | +0.4% | -4.2% |
| 30D | -8.1% | -7.8% | -0.3% | -6.0% |
| 3M | +14.5% | +7.5% | +7.0% | +12.2% |
| 6M | -6.3% | +2.7% | -9.0% | -7.4% |
| YTD | -17.1% | +6.0% | -23.1% | -19.2% |
| 1Y | -21.4% | +7.8% | -29.2% | -23.8% |
| 3Y | +5.9% | +5.8% | +0.1% | +1.2% |
| 5Y | -12.8% | -11.6% | -1.1% | -12.4% |
| All | +197.1% | +14.6% | +182.5% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling