-11.6%
AMCR vs AGI
+400.3%
-411.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -6.3% | -2.7% | -3.5% | -5.9% |
| 30D | -7.8% | +7.2% | -15.0% | -8.9% |
| 3M | +7.5% | +4.3% | +3.3% | +6.3% |
| 6M | +2.7% | -27.1% | +29.8% | +6.5% |
| YTD | +6.0% | -6.6% | +12.6% | +6.0% |
| 1Y | +7.8% | +9.5% | -1.7% | +5.2% |
| 3Y | +5.8% | +208.4% | -202.7% | -13.9% |
| All | -11.6% | +400.3% | -411.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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