+369.4%
ABT vs AMCR
+97.2%
+272.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.3% |
| 7D | -4.7% | -6.3% | +1.5% | -3.5% |
| 30D | -3.1% | -7.1% | +4.0% | -1.7% |
| 3M | +16.1% | +12.7% | +3.5% | +13.4% |
| 6M | -5.3% | +5.2% | -10.5% | -6.6% |
| YTD | -14.4% | +8.1% | -22.5% | -16.3% |
| 1Y | -18.4% | +11.7% | -30.1% | -20.8% |
| 3Y | +11.2% | +9.9% | +1.3% | +7.0% |
| 5Y | -9.4% | -8.7% | -0.7% | -9.5% |
| 10Y | +209.7% | +16.8% | +192.9% | +185.3% |
| All | +369.4% | +97.2% | +272.2% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling