+106.4%
AMCR vs A
+482.4%
-376.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.9% | -1.9% | +0.1% | -1.4% |
| 30D | -4.1% | +6.9% | -11.0% | -5.7% |
| 3M | +21.7% | +9.2% | +12.4% | +18.9% |
| 6M | +1.5% | +25.7% | -24.2% | -4.6% |
| YTD | +13.1% | +11.5% | +1.6% | +9.4% |
| 1Y | +16.5% | +18.4% | -1.9% | +10.7% |
| 3Y | +10.3% | +26.6% | -16.4% | +1.6% |
| 5Y | -7.7% | -12.8% | +5.1% | -9.4% |
| 10Y | +24.6% | +247.2% | -222.5% | +6.1% |
| All | +106.4% | +482.4% | -376.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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