+16.5%
AMCR vs BAH
+207.1%
-190.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -1.2% |
| 7D | -5.0% | +2.4% | -7.4% | -5.4% |
| 30D | -8.0% | -2.9% | -5.0% | -7.5% |
| 3M | +14.3% | -1.3% | +15.6% | +14.2% |
| 6M | +5.3% | -0.9% | +6.2% | +4.6% |
| YTD | +7.7% | -8.2% | +16.0% | +7.9% |
| 1Y | +10.8% | -24.0% | +34.8% | +15.2% |
| 3Y | +9.6% | -28.1% | +37.7% | +11.3% |
| 5Y | -10.2% | +2.5% | -12.7% | -18.0% |
| All | +16.5% | +207.1% | -190.6% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling