+106.4%
AMCR vs ACM
+292.3%
-185.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -3.7% | +1.9% | -1.0% |
| 30D | -4.1% | -11.1% | +7.0% | -1.7% |
| 3M | +21.7% | -8.0% | +29.7% | +23.6% |
| 6M | +1.5% | -29.7% | +31.1% | +9.5% |
| YTD | +13.1% | -29.4% | +42.5% | +21.4% |
| 1Y | +16.5% | -46.4% | +62.9% | +32.8% |
| 3Y | +10.3% | -22.3% | +32.6% | +14.5% |
| 5Y | -7.7% | +4.5% | -12.1% | -10.3% |
| 10Y | +24.6% | +127.6% | -103.0% | +6.8% |
| All | +106.4% | +292.3% | -185.9% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling