+22.3%
AMCR vs ACI
+32.8%
-10.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -4.2% | +6.8% | -11.0% | -5.1% |
| 6M | +15.5% | -18.7% | +34.3% | +18.1% |
| YTD | +9.7% | -20.2% | +30.0% | +12.2% |
| 1Y | +8.3% | -23.7% | +32.0% | +11.4% |
| 3Y | +15.4% | -31.6% | +47.0% | +20.0% |
| 5Y | -9.1% | -42.8% | +33.7% | -4.8% |
| All | +22.3% | +32.8% | -10.5% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling