+11.4%
AMCR vs ALC
+30.4%
-19.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.3% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | +3.6% | +16.0% | -12.5% | -2.6% |
| 3M | -4.2% | +0.8% | -5.0% | -4.6% |
| 6M | +15.5% | +16.8% | -1.3% | +8.0% |
| YTD | +9.7% | -5.5% | +15.2% | +11.1% |
| 1Y | +8.3% | -5.3% | +13.6% | +9.4% |
| 3Y | +15.4% | +4.1% | +11.3% | +7.8% |
| 5Y | -9.1% | -7.1% | -2.1% | -12.3% |
| All | +11.4% | +30.4% | -19.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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