+100.2%
AMCR vs A
+482.4%
-382.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | +18.4% | -5.4% | +7.3% |
| 3Y | +6.9% | +26.6% | -19.7% | -1.5% |
| 5Y | -10.5% | -12.8% | +2.4% | -12.1% |
| 10Y | +20.9% | +247.2% | -226.3% | +2.9% |
| All | +100.2% | +482.4% | -382.2% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling