+9.6%
AMCR vs ALLY
+69.8%
-60.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.9% |
| 7D | -1.8% | +1.0% | -2.9% | -2.1% |
| 30D | -6.0% | -3.3% | -2.7% | -5.3% |
| 3M | +18.9% | +0.5% | +18.5% | +18.7% |
| 6M | +5.7% | +12.6% | -6.9% | +2.9% |
| YTD | +11.1% | -4.7% | +15.8% | +11.9% |
| 1Y | +12.7% | +5.2% | +7.5% | +10.8% |
| 3Y | +9.6% | +66.5% | -56.9% | -5.9% |
| All | +9.6% | +69.8% | -60.2% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling