+16.8%
AMCR vs ALLE
+146.0%
-129.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -1.5% |
| 7D | -6.3% | -2.2% | -4.1% | -5.4% |
| 30D | -7.1% | -8.3% | +1.2% | -3.5% |
| 3M | +12.7% | +16.3% | -3.6% | +5.0% |
| 6M | +5.2% | +1.8% | +3.3% | +3.9% |
| YTD | +8.1% | -3.9% | +12.0% | +9.3% |
| 1Y | +11.7% | -10.0% | +21.8% | +16.1% |
| 3Y | +9.9% | +45.8% | -35.9% | -8.8% |
| 5Y | -8.7% | +13.3% | -21.9% | -17.4% |
| 10Y | +16.8% | +155.3% | -138.5% | -9.7% |
| All | +16.8% | +146.0% | -129.1% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling