+7.6%
AMCR vs ALC
+16.1%
-8.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -6.3% | -6.3% | +0.1% | -3.7% |
| 30D | -7.8% | -10.3% | +2.5% | -3.6% |
| 3M | +7.5% | -0.7% | +8.3% | +7.7% |
| 6M | +2.7% | -17.8% | +20.5% | +10.5% |
| YTD | +6.0% | -15.8% | +21.8% | +12.7% |
| 1Y | +7.8% | -16.7% | +24.5% | +14.7% |
| 3Y | +5.8% | -19.7% | +25.5% | +11.3% |
| 5Y | -11.6% | -19.8% | +8.2% | -9.1% |
| All | +7.6% | +16.1% | -8.5% | -16.5% |
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