-10.2%
AMCR vs ALC
-19.4%
+9.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.6% |
| 7D | -5.0% | -7.7% | +2.7% | -2.4% |
| 30D | -8.0% | -11.7% | +3.7% | -4.2% |
| 3M | +14.3% | +0.7% | +13.6% | +13.9% |
| 6M | +5.3% | -17.1% | +22.4% | +11.4% |
| YTD | +7.7% | -15.1% | +22.9% | +12.9% |
| 1Y | +10.8% | -14.1% | +25.0% | +15.4% |
| 3Y | +9.6% | -18.2% | +27.7% | +13.6% |
| 5Y | -10.2% | -19.2% | +9.0% | -10.8% |
| All | -10.2% | -19.4% | +9.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling