+151.2%
ALB vs AMCR
+100.2%
+51.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +48.5% | +49.9% |
| 3Y | -34.0% | +6.9% | -40.9% | -36.7% |
| 5Y | -44.6% | -10.5% | -34.1% | -42.8% |
| 10Y | +76.1% | +20.9% | +55.2% | +60.8% |
| All | +151.2% | +100.2% | +51.0% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling