-10.3%
AMCR vs ALLE
+17.0%
-27.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -1.8% | +2.8% | -4.6% | -3.1% |
| 30D | -6.0% | -7.6% | +1.6% | -2.5% |
| 3M | +18.9% | +22.8% | -3.8% | +7.6% |
| 6M | +5.7% | +4.6% | +1.1% | +2.9% |
| YTD | +11.1% | -1.2% | +12.3% | +10.7% |
| 1Y | +12.7% | -9.1% | +21.9% | +16.4% |
| 3Y | +9.6% | +50.0% | -40.4% | -11.5% |
| 5Y | -10.3% | +15.2% | -25.6% | -21.1% |
| All | -10.3% | +17.0% | -27.3% | -21.1% |
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