+102.7%
AMCR vs BAH
+1,157.8%
-1,055.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.7% |
| 7D | -1.8% | -4.3% | +2.5% | -1.3% |
| 30D | -6.0% | -4.5% | -1.6% | -5.5% |
| 3M | +18.9% | -7.6% | +26.5% | +19.9% |
| 6M | +5.7% | -10.6% | +16.3% | +6.6% |
| YTD | +11.1% | -12.6% | +23.7% | +11.9% |
| 1Y | +14.4% | -27.0% | +41.4% | +18.0% |
| 3Y | +13.0% | -31.5% | +44.5% | +15.8% |
| 5Y | -7.5% | -3.8% | -3.7% | -10.2% |
| 10Y | +20.1% | +183.9% | -163.8% | +16.7% |
| All | +102.7% | +1,157.8% | -1,055.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling