+15.4%
AMCR vs A
+64.5%
-49.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | -4.2% | +16.7% | -20.9% | -8.7% |
| 6M | +15.5% | +54.8% | -39.3% | +0.8% |
| YTD | +9.7% | +28.8% | -19.1% | +0.8% |
| 1Y | +8.3% | +19.3% | -11.0% | +1.6% |
| 3Y | +15.4% | +65.5% | -50.2% | -1.8% |
| All | +15.4% | +64.5% | -49.2% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling