-10.2%
AMCR vs A
-16.6%
+6.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -5.0% | -4.6% | -0.4% | -3.5% |
| 30D | -8.0% | -4.3% | -3.7% | -6.7% |
| 3M | +14.3% | +8.9% | +5.3% | +11.0% |
| 6M | +5.3% | +24.5% | -19.2% | -2.6% |
| YTD | +7.7% | +5.8% | +1.9% | +4.9% |
| 1Y | +10.8% | +16.2% | -5.4% | +4.1% |
| 3Y | +9.6% | +28.5% | -18.9% | -3.5% |
| 5Y | -10.2% | -16.3% | +6.1% | -15.5% |
| All | -10.2% | -16.6% | +6.4% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling