+311.2%
ACN vs AMCR
+100.2%
+211.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -37.6% | -28.3% |
| 3Y | -39.8% | +6.9% | -46.8% | -42.6% |
| 5Y | -40.9% | -10.5% | -30.5% | -40.4% |
| 10Y | +91.1% | +20.9% | +70.2% | +70.4% |
| All | +311.2% | +100.2% | +211.0% | +260.7% |
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 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