+18.6%
AMCR vs ALLY
+174.3%
-155.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +3.6% | +5.2% | -1.6% | +2.2% |
| 3M | -4.2% | -13.3% | +9.1% | -0.4% |
| 6M | +15.5% | -6.7% | +22.2% | +17.6% |
| YTD | +9.7% | -12.8% | +22.6% | +13.5% |
| 1Y | +8.3% | +0.7% | +7.6% | +7.6% |
| 3Y | +15.4% | +65.2% | -49.9% | -3.0% |
| 5Y | -9.1% | -10.1% | +1.0% | -12.5% |
| All | +18.6% | +174.3% | -155.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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