+16.8%
AMCR vs ACWI
+226.5%
-209.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.2% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -7.1% | -0.6% | -6.5% | -6.7% |
| 3M | +12.7% | +4.3% | +8.4% | +8.9% |
| 6M | +5.2% | +12.7% | -7.5% | -4.2% |
| YTD | +8.1% | +13.9% | -5.9% | -2.4% |
| 1Y | +11.7% | +20.5% | -8.8% | -3.7% |
| 3Y | +9.9% | +76.5% | -66.6% | -30.9% |
| 5Y | -8.7% | +67.5% | -76.2% | -40.5% |
| 10Y | +16.8% | +231.8% | -215.0% | -43.6% |
| All | +16.8% | +226.5% | -209.7% | -43.6% |
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