+151.2%
ALB vs AMCR
+106.4%
+44.8%
-83.9%
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 | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -8.1% | -1.9% | -6.2% | -7.2% |
| 30D | +6.3% | -4.1% | +10.3% | +8.3% |
| 3M | -23.6% | +21.7% | -45.2% | -30.6% |
| 6M | -24.6% | +1.5% | -26.1% | -26.1% |
| YTD | -10.3% | +13.1% | -23.4% | -16.4% |
| 1Y | +61.5% | +16.5% | +45.0% | +47.8% |
| 3Y | -34.0% | +10.3% | -44.2% | -37.6% |
| 5Y | -44.6% | -7.7% | -36.9% | -43.6% |
| 10Y | +76.1% | +24.6% | +51.5% | +58.6% |
| All | +151.2% | +106.4% | +44.8% | +113.6% |
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