-8.7%
AMCR vs ACM
+2.7%
-11.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -1.7% |
| 7D | -6.3% | -3.7% | -2.6% | -5.0% |
| 30D | -7.1% | -12.7% | +5.5% | -3.0% |
| 3M | +12.7% | -9.8% | +22.5% | +16.2% |
| 6M | +5.2% | -31.4% | +36.5% | +19.3% |
| YTD | +8.1% | -32.1% | +40.1% | +21.9% |
| 1Y | +11.7% | -47.8% | +59.5% | +38.8% |
| 3Y | +9.9% | -22.1% | +32.0% | +12.0% |
| 5Y | -8.7% | +1.8% | -10.5% | -17.4% |
| All | -8.7% | +2.7% | -11.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling