-9.2%
AMCR vs BAH
+6.1%
-15.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | +3.6% | +20.8% | -17.2% | +0.9% |
| 3M | -4.2% | +11.6% | -15.8% | -5.8% |
| 6M | +15.5% | +23.1% | -7.6% | +11.6% |
| YTD | +9.7% | +5.3% | +4.5% | +7.5% |
| 1Y | +8.3% | +6.1% | +2.2% | +5.8% |
| 3Y | +15.4% | -27.5% | +42.8% | +16.8% |
| All | -9.2% | +6.1% | -15.3% | -16.4% |
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 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