+46.0%
AMCR vs ALLE
+260.9%
-214.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | -7.3% | +20.2% | +15.3% |
| 3Y | +6.9% | +42.3% | -35.3% | -6.9% |
| 5Y | -10.5% | +13.5% | -23.9% | -17.8% |
| 10Y | +20.9% | +144.0% | -123.2% | +0.2% |
| All | +46.0% | +260.9% | -214.9% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling