+100.3%
AMCR vs A
+572.6%
-472.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 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% | -8.1% |
| 6M | +15.5% | +54.8% | -39.3% | +2.9% |
| YTD | +9.7% | +28.8% | -19.1% | +2.1% |
| 1Y | +8.3% | +19.3% | -11.0% | +2.6% |
| 3Y | +15.4% | +65.5% | -50.2% | -0.6% |
| 5Y | -9.1% | +12.1% | -21.2% | -15.8% |
| 10Y | +18.6% | +305.4% | -286.7% | -2.8% |
| All | +100.3% | +572.6% | -472.3% | +65.3% |
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