+67.3%
AMCR vs ALM
+3,551.9%
-3,484.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | +3.6% | -19.3% | +22.9% | +3.6% |
| 3M | -4.2% | -40.6% | +36.4% | -4.1% |
| 6M | +15.5% | -57.9% | +73.4% | +15.7% |
| YTD | +9.7% | -6.7% | +16.4% | +9.7% |
| 1Y | +8.3% | +20.2% | -11.9% | +8.2% |
| 3Y | +15.4% | +879.4% | -864.1% | +14.8% |
| 5Y | -9.1% | +415.3% | -424.4% | -9.5% |
| 10Y | +18.6% | +2,100.8% | -2,082.2% | +18.0% |
| All | +67.3% | +3,551.9% | -3,484.6% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling