-5.5%
AMCR vs ALLE
+49.9%
-55.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -5.3% | -0.6% | -4.8% | -4.9% |
| 30D | +8.7% | +25.3% | -16.6% | -2.3% |
| 3M | -3.3% | +10.3% | -13.6% | -7.8% |
| 6M | +15.1% | +38.0% | -23.0% | -1.7% |
| YTD | +12.4% | +17.8% | -5.4% | +2.9% |
| 1Y | +15.8% | +13.6% | +2.2% | +7.7% |
| 3Y | +16.7% | +89.2% | -72.5% | -15.9% |
| All | -5.5% | +49.9% | -55.4% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling