-9.9%
AMCR vs BAH
-3.4%
-6.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.7% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -7.1% | -6.6% | -0.5% | -6.3% |
| 3M | +12.7% | -7.2% | +19.8% | +13.5% |
| 6M | +5.2% | -10.0% | +15.1% | +6.0% |
| YTD | +8.1% | -12.5% | +20.5% | +8.8% |
| 1Y | +11.7% | -27.9% | +39.6% | +15.9% |
| 3Y | +9.9% | -31.4% | +41.3% | +10.8% |
| All | -9.9% | -3.4% | -6.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling