-63.4%
ALB vs AMCR
-9.1%
-54.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | -2.4% | -3.4% | -4.3% |
| 30D | -4.5% | +3.6% | -8.1% | -7.8% |
| 3M | -28.1% | -4.2% | -23.9% | -26.6% |
| 6M | -53.2% | +15.5% | -68.7% | -58.7% |
| YTD | -33.3% | +9.7% | -43.1% | -40.1% |
| 1Y | -17.4% | +8.3% | -25.7% | -25.2% |
| 3Y | -14.1% | +15.4% | -29.5% | -27.7% |
| All | -63.4% | -9.1% | -54.2% | -63.5% |
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 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