+96.6%
AMCR vs BB
-33.2%
+129.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | -1.8% | +0.5% | -2.4% | -1.9% |
| 30D | -6.0% | -12.4% | +6.3% | -5.4% |
| 3M | +18.9% | -15.3% | +34.2% | +19.5% |
| 6M | +5.7% | +128.8% | -123.1% | -0.5% |
| YTD | +11.1% | +107.7% | -96.6% | +5.2% |
| 1Y | +12.7% | +103.9% | -91.2% | +6.5% |
| 3Y | +9.6% | +72.6% | -63.0% | +2.6% |
| 5Y | -10.3% | -24.3% | +13.9% | -14.0% |
| 10Y | +16.5% | +3.1% | +13.3% | +2.8% |
| All | +96.6% | -33.2% | +129.8% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling