+7.4%
ABT vs AMCR
+8.2%
-0.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.0% | -5.0% | 0.0% | -4.1% |
| 30D | -5.8% | -8.0% | +2.2% | -4.4% |
| 3M | +16.7% | +14.3% | +2.5% | +14.4% |
| 6M | -5.2% | +5.3% | -10.6% | -6.2% |
| YTD | -16.0% | +7.7% | -23.7% | -17.3% |
| 1Y | -18.3% | +10.8% | -29.1% | -19.9% |
| All | +7.4% | +8.2% | -0.8% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling