+22.4%
AMCR vs ACWI
+220.7%
-198.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.6% |
| 30D | +8.3% | -3.3% | +11.6% | +11.2% |
| 3M | -2.7% | -3.4% | +0.7% | -0.1% |
| 6M | +16.7% | +0.8% | +15.9% | +15.7% |
| YTD | +13.2% | +10.7% | +2.5% | +4.4% |
| 1Y | +13.7% | +11.6% | +2.1% | +4.1% |
| 3Y | +17.4% | +73.4% | -55.9% | -25.5% |
| 5Y | -5.9% | +60.2% | -66.1% | -36.8% |
| 10Y | +22.4% | +221.6% | -199.2% | -37.6% |
| All | +22.4% | +220.7% | -198.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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