-46.3%
ALB vs AMCR
-9.6%
-36.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -7.6% | -5.0% | -2.7% | -4.4% |
| 30D | -5.6% | -8.0% | +2.4% | -0.1% |
| 3M | -16.8% | +14.3% | -31.1% | -25.4% |
| 6M | -26.3% | +5.3% | -31.6% | -30.8% |
| YTD | -13.2% | +7.7% | -21.0% | -20.4% |
| 1Y | +68.8% | +10.8% | +58.0% | +50.1% |
| 3Y | -30.7% | +9.6% | -40.3% | -38.8% |
| 5Y | -46.3% | -10.2% | -36.1% | -45.0% |
| All | -46.3% | -9.6% | -36.7% | -45.0% |
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