+4.3%
AMCR vs BBIO
+136.7%
-132.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.3% | -3.2% | -3.1% | -6.1% |
| 30D | -7.8% | -13.6% | +5.8% | -6.8% |
| 3M | +7.5% | +7.2% | +0.3% | +6.9% |
| 6M | +2.7% | +1.5% | +1.2% | +2.4% |
| YTD | +6.0% | -5.3% | +11.3% | +6.0% |
| 1Y | +7.8% | +37.7% | -29.9% | +4.8% |
| 3Y | +5.8% | +153.9% | -148.1% | -3.1% |
| 5Y | -11.6% | +43.9% | -55.5% | -23.2% |
| All | +4.3% | +136.7% | -132.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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