+7.7%
AMCR vs AS
+123.4%
-115.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.4% | -4.9% | +2.5% | -1.6% |
| 30D | +3.6% | +3.9% | -0.3% | +3.0% |
| 3M | -4.2% | -9.6% | +5.4% | -2.9% |
| 6M | +15.5% | -8.7% | +24.2% | +16.9% |
| YTD | +9.7% | -19.8% | +29.6% | +12.4% |
| 1Y | +8.3% | -1.5% | +9.9% | +8.8% |
| All | +7.7% | +123.4% | -115.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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