+72.4%
AMCR vs ALM
+7,705.7%
-7,633.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -1.9% | -2.6% | +0.7% | -1.9% |
| 30D | -4.1% | +32.0% | -36.1% | -4.2% |
| 3M | +21.7% | -15.0% | +36.7% | +21.7% |
| 6M | +1.5% | -10.1% | +11.6% | +1.5% |
| YTD | +13.1% | +99.4% | -86.3% | +12.9% |
| 1Y | +16.5% | +316.4% | -299.8% | +16.1% |
| 3Y | +10.3% | +2,022.0% | -2,011.7% | +9.5% |
| 5Y | -7.7% | +941.2% | -948.9% | -8.2% |
| 10Y | +24.6% | +2,950.3% | -2,925.7% | +23.7% |
| All | +72.4% | +7,705.7% | -7,633.3% | +71.9% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling