+96.6%
AMCR vs AME
+686.0%
-589.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.8% | +2.8% | -4.6% | -2.9% |
| 30D | -6.0% | -6.3% | +0.2% | -3.7% |
| 3M | +18.9% | +5.4% | +13.5% | +16.2% |
| 6M | +5.7% | +7.4% | -1.8% | +2.7% |
| YTD | +11.1% | +16.2% | -5.1% | +4.7% |
| 1Y | +12.7% | +26.8% | -14.1% | +2.4% |
| 3Y | +9.6% | +57.5% | -47.9% | -9.7% |
| 5Y | -10.3% | +84.8% | -95.2% | -30.9% |
| 10Y | +16.5% | +424.3% | -407.8% | -23.6% |
| All | +96.6% | +686.0% | -589.4% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling