+96.6%
AMCR vs BBWI
-12.8%
+109.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | -1.8% | +1.6% | -3.4% | -2.1% |
| 30D | -6.0% | -6.2% | +0.2% | -5.3% |
| 3M | +18.9% | +4.3% | +14.6% | +17.8% |
| 6M | +5.7% | -7.2% | +12.8% | +5.9% |
| YTD | +11.1% | -3.0% | +14.1% | +10.3% |
| 1Y | +12.7% | -30.8% | +43.5% | +16.5% |
| 3Y | +9.6% | -43.4% | +53.0% | +13.3% |
| 5Y | -10.3% | -66.7% | +56.4% | -2.7% |
| 10Y | +16.5% | -55.7% | +72.1% | -4.2% |
| All | +96.6% | -12.8% | +109.4% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling