+18.6%
AMCR vs ACM
+132.6%
-114.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -2.4% | +5.6% | -8.0% | -4.3% |
| 30D | +3.6% | +20.8% | -17.2% | -3.0% |
| 3M | -4.2% | +11.4% | -15.6% | -8.0% |
| 6M | +15.5% | +0.9% | +14.6% | +14.1% |
| YTD | +9.7% | -24.8% | +34.6% | +19.1% |
| 1Y | +8.3% | -46.4% | +54.7% | +32.4% |
| 3Y | +15.4% | -9.2% | +24.6% | +14.2% |
| 5Y | -9.1% | +5.0% | -14.1% | -15.4% |
| All | +18.6% | +132.6% | -114.0% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling