+18.6%
AMCR vs ALK
-45.1%
+63.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.2% |
| 7D | -4.5% | +0.9% | -5.4% | -4.7% |
| 30D | +4.9% | +3.3% | +1.6% | +3.9% |
| 3M | -4.6% | -17.6% | +13.0% | -0.8% |
| 6M | +15.2% | +0.8% | +14.3% | +14.0% |
| YTD | +9.7% | -22.4% | +32.1% | +14.0% |
| 1Y | +10.5% | -10.1% | +20.6% | +11.0% |
| 3Y | +13.8% | +14.0% | -0.1% | +3.4% |
| 5Y | -9.1% | -29.8% | +20.7% | -9.7% |
| All | +18.6% | -45.1% | +63.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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