+7.5%
AMCR vs BB
+62.2%
-54.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -5.0% | -2.1% | -2.9% | -4.8% |
| 30D | -8.0% | -16.0% | +8.1% | -7.0% |
| 3M | +14.3% | -14.5% | +28.8% | +14.5% |
| 6M | +5.3% | +118.6% | -113.2% | -3.1% |
| YTD | +7.7% | +98.9% | -91.2% | -0.2% |
| 1Y | +10.8% | +99.5% | -88.6% | +2.1% |
| All | +7.5% | +62.2% | -54.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling