+18.2%
AMCR vs ACI
+21.2%
-3.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.0% |
| 7D | -6.3% | -3.7% | -2.5% | -5.8% |
| 30D | -7.8% | +0.6% | -8.4% | -7.9% |
| 3M | +7.5% | -20.3% | +27.9% | +10.3% |
| 6M | +2.7% | -24.7% | +27.3% | +5.9% |
| YTD | +6.0% | -27.2% | +33.3% | +9.8% |
| 1Y | +7.8% | -32.7% | +40.5% | +12.7% |
| 3Y | +5.8% | -43.9% | +49.7% | +13.0% |
| 5Y | -11.6% | -38.9% | +27.2% | -7.5% |
| All | +18.2% | +21.2% | -3.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling