+14.6%
AMCR vs BBWI
-55.0%
+69.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.6% |
| 7D | -6.3% | -4.8% | -1.4% | -5.6% |
| 30D | -7.8% | +3.5% | -11.3% | -8.6% |
| 3M | +7.5% | -0.3% | +7.8% | +7.1% |
| 6M | +2.7% | -5.4% | +8.1% | +2.6% |
| YTD | +6.0% | -4.7% | +10.8% | +5.5% |
| 1Y | +7.8% | -30.5% | +38.3% | +11.6% |
| 3Y | +5.8% | -44.3% | +50.1% | +9.8% |
| 5Y | -11.6% | -66.9% | +55.3% | -3.4% |
| All | +14.6% | -55.0% | +69.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling