+8.3%
AMCR vs ACI
-23.3%
+31.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.4% | +2.3% | -4.7% | -2.7% |
| 30D | +3.6% | +1.2% | +2.4% | +3.6% |
| 3M | -4.2% | +6.8% | -11.0% | -4.7% |
| 6M | +15.5% | -18.7% | +34.3% | +17.1% |
| YTD | +9.7% | -20.2% | +30.0% | +10.5% |
| 1Y | +8.3% | -23.7% | +32.0% | +10.4% |
| All | +8.3% | -23.3% | +31.6% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling