+311.2%
ACN vs AMCR
+106.4%
+204.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -1.5% | -1.9% | +0.3% | -1.0% |
| 30D | +9.4% | -4.1% | +13.5% | +10.7% |
| 3M | +5.6% | +21.7% | -16.0% | -0.2% |
| 6M | -9.3% | +1.5% | -10.7% | -10.2% |
| YTD | -29.0% | +13.1% | -42.1% | -32.3% |
| 1Y | -24.7% | +16.5% | -41.2% | -29.0% |
| 3Y | -39.8% | +10.3% | -50.1% | -43.2% |
| 5Y | -40.9% | -7.7% | -33.3% | -41.0% |
| 10Y | +91.1% | +24.6% | +66.5% | +68.7% |
| All | +311.2% | +106.4% | +204.7% | +257.3% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling