+50.5%
AMCR vs ALLE
+260.9%
-210.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -4.1% | -6.8% | +2.7% | -1.6% |
| 3M | +21.7% | +21.0% | +0.6% | +13.2% |
| 6M | +1.5% | +1.1% | +0.4% | +0.8% |
| YTD | +13.1% | -0.5% | +13.7% | +12.8% |
| 1Y | +16.5% | -7.3% | +23.8% | +18.9% |
| 3Y | +10.3% | +42.3% | -32.0% | -4.0% |
| 5Y | -7.7% | +13.5% | -21.1% | -15.2% |
| 10Y | +24.6% | +144.0% | -119.4% | +3.3% |
| All | +50.5% | +260.9% | -210.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded ALLE 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling