+102.7%
AMCR vs BWA
+138.2%
-35.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -1.8% | +4.3% | -6.1% | -2.8% |
| 30D | -6.0% | -2.9% | -3.1% | -5.5% |
| 3M | +18.9% | -12.4% | +31.3% | +22.1% |
| 6M | +5.7% | +28.6% | -22.9% | -0.8% |
| YTD | +11.1% | +48.2% | -37.1% | +0.5% |
| 1Y | +14.4% | +50.9% | -36.5% | +2.9% |
| 3Y | +13.0% | +72.2% | -59.2% | -3.0% |
| 5Y | -7.5% | +91.1% | -98.6% | -23.3% |
| 10Y | +20.1% | +144.0% | -123.9% | -7.1% |
| All | +102.7% | +138.2% | -35.5% | +54.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling