-25.6%
ACN vs AMCR
+11.1%
-36.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -7.9% | -5.0% | -2.9% | -7.2% |
| 30D | -1.1% | -8.0% | +6.9% | 0.0% |
| 3M | +5.6% | +14.3% | -8.7% | +6.0% |
| 6M | -9.9% | +5.3% | -15.3% | -8.7% |
| YTD | -32.3% | +7.7% | -40.1% | -32.6% |
| All | -25.6% | +11.1% | -36.7% | -24.7% |
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 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