+96.6%
AMCR vs BTG
+132.7%
-36.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -5.0% | -5.5% | +0.5% | -4.6% |
| 30D | -8.0% | +6.1% | -14.1% | -8.4% |
| 3M | +14.3% | +38.6% | -24.4% | +11.6% |
| 6M | +5.3% | +0.7% | +4.7% | +4.7% |
| YTD | +7.7% | +20.3% | -12.6% | +5.8% |
| 1Y | +10.8% | +25.0% | -14.2% | +8.3% |
| 3Y | +9.6% | +97.3% | -87.7% | +3.4% |
| 5Y | -10.2% | +78.3% | -88.5% | -15.2% |
| 10Y | +16.5% | +151.6% | -135.2% | +8.5% |
| All | +96.6% | +132.7% | -36.0% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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