-29.2%
ALB vs AMCR
+8.5%
-37.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.2% |
| 7D | -8.6% | -6.3% | -2.3% | -4.9% |
| 30D | -4.0% | -7.1% | +3.1% | +0.4% |
| 3M | -17.4% | +12.7% | -30.1% | -24.4% |
| 6M | -25.4% | +5.2% | -30.5% | -29.1% |
| YTD | -10.5% | +8.1% | -18.6% | -17.3% |
| 1Y | +75.8% | +11.7% | +64.1% | +57.1% |
| All | -29.2% | +8.5% | -37.7% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling