-10.2%
AMCR vs ACI
-44.6%
+34.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -5.0% | -7.1% | +2.1% | -3.8% |
| 30D | -8.0% | -4.5% | -3.5% | -7.3% |
| 3M | +14.3% | -22.3% | +36.5% | +18.3% |
| 6M | +5.3% | -28.4% | +33.7% | +10.2% |
| YTD | +7.7% | -29.5% | +37.2% | +12.9% |
| 1Y | +10.8% | -34.2% | +45.1% | +17.4% |
| 3Y | +9.6% | -45.7% | +55.2% | +19.7% |
| 5Y | -10.2% | -40.8% | +30.6% | -4.8% |
| All | -10.2% | -44.6% | +34.4% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling