+96.6%
AMCR vs BAH
+1,157.8%
-1,061.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +12.7% | -27.0% | +39.7% | +16.2% |
| 3Y | +9.6% | -31.5% | +41.1% | +12.3% |
| 5Y | -10.3% | -3.8% | -6.5% | -12.9% |
| 10Y | +16.5% | +183.9% | -167.5% | +13.2% |
| All | +96.6% | +1,157.8% | -1,061.1% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling