+18.6%
AMCR vs ACWI
+224.5%
-205.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.4% | +2.4% | -4.8% | -4.3% |
| 30D | +3.6% | -1.7% | +5.3% | +5.0% |
| 3M | -4.2% | -3.9% | -0.3% | -1.2% |
| 6M | +15.5% | +0.8% | +14.7% | +14.6% |
| YTD | +9.7% | +11.0% | -1.3% | +0.9% |
| 1Y | +8.3% | +13.1% | -4.8% | -1.9% |
| 3Y | +15.4% | +73.9% | -58.5% | -27.1% |
| 5Y | -9.1% | +59.0% | -68.2% | -38.6% |
| All | +18.6% | +224.5% | -205.8% | -39.1% |
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