+30.7%
AMCR vs BWA
+17.4%
+13.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.8% |
| 7D | +6.2% | -9.9% | +16.1% | +8.6% |
| 30D | +16.0% | -16.4% | +32.4% | +20.6% |
| 3M | +4.4% | -19.8% | +24.2% | +9.2% |
| 6M | +35.5% | -10.0% | +45.5% | +34.6% |
| YTD | +21.5% | +12.7% | +8.8% | +10.0% |
| 1Y | +30.7% | +15.7% | +15.1% | +17.6% |
| All | +30.7% | +17.4% | +13.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling