+15.4%
AMCR vs ALM
+909.2%
-893.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | +3.6% | -19.3% | +22.9% | +4.5% |
| 3M | -4.2% | -40.6% | +36.4% | -2.2% |
| 6M | +15.5% | -57.9% | +73.4% | +19.2% |
| YTD | +9.7% | -6.7% | +16.4% | +10.0% |
| 1Y | +8.3% | +20.2% | -11.9% | +7.9% |
| 3Y | +15.4% | +879.4% | -864.1% | +11.7% |
| All | +15.4% | +909.2% | -893.8% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling