-10.2%
AMCR vs AME
+82.6%
-92.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -8.0% | -8.6% | +0.6% | -3.9% |
| 3M | +14.3% | +5.8% | +8.5% | +10.7% |
| 6M | +5.3% | +3.8% | +1.5% | +3.1% |
| YTD | +7.7% | +14.4% | -6.7% | +0.6% |
| 1Y | +10.8% | +25.8% | -14.9% | -1.4% |
| 3Y | +9.6% | +55.2% | -45.6% | -15.5% |
| 5Y | -10.2% | +85.5% | -95.7% | -40.3% |
| All | -10.2% | +82.6% | -92.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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