+30.7%
AMCR vs ALM
+44.8%
-14.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.2% |
| 7D | +6.2% | -6.4% | +12.6% | +6.8% |
| 30D | +16.0% | -35.0% | +51.0% | +20.2% |
| 3M | +4.4% | -33.8% | +38.2% | +7.3% |
| 6M | +35.5% | -55.0% | +90.5% | +43.0% |
| YTD | +21.5% | -0.2% | +21.7% | +19.7% |
| 1Y | +30.7% | +41.8% | -11.0% | +28.3% |
| All | +30.7% | +44.8% | -14.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling