-10.2%
AMCR vs ALM
+856.4%
-866.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | +0.1% |
| 7D | -5.0% | -7.1% | +2.2% | -4.7% |
| 30D | -8.0% | +24.7% | -32.7% | -8.9% |
| 3M | +14.3% | +8.3% | +6.0% | +13.4% |
| 6M | +5.3% | -22.2% | +27.5% | +5.3% |
| YTD | +7.7% | +88.1% | -80.3% | +5.0% |
| 1Y | +10.8% | +272.4% | -261.5% | +6.2% |
| 3Y | +9.6% | +2,004.1% | -1,994.5% | -0.6% |
| 5Y | -10.2% | +915.8% | -926.0% | -17.9% |
| All | -10.2% | +856.4% | -866.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling