+384.5%
ALAB vs AMCR
+8.4%
+376.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.8% | +4.0% |
| 7D | +9.6% | -6.3% | +15.9% | +9.6% |
| 30D | -5.3% | -7.1% | +1.9% | -5.3% |
| 3M | -12.0% | +12.7% | -24.7% | -13.1% |
| 6M | +145.7% | +5.2% | +140.6% | +141.4% |
| YTD | +80.7% | +8.1% | +72.6% | +76.3% |
| 1Y | +40.1% | +11.7% | +28.4% | +36.6% |
| All | +384.5% | +8.4% | +376.1% | +446.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling