+14.6%
AMCR vs BR
+189.7%
-175.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -6.3% | -3.0% | -3.3% | -5.4% |
| 30D | -7.8% | -0.3% | -7.5% | -7.8% |
| 3M | +7.5% | +17.3% | -9.8% | +1.8% |
| 6M | +2.7% | -6.7% | +9.4% | +4.4% |
| YTD | +6.0% | -23.4% | +29.5% | +14.7% |
| 1Y | +7.8% | -32.7% | +40.5% | +22.0% |
| 3Y | +5.8% | -5.9% | +11.7% | +5.7% |
| 5Y | -11.6% | +8.4% | -20.1% | -17.4% |
| All | +14.6% | +189.7% | -175.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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