+14.6%
AMCR vs BWA
+156.8%
-142.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.0% |
| 7D | -6.3% | -1.3% | -5.0% | -5.9% |
| 30D | -7.8% | -2.9% | -4.9% | -7.1% |
| 3M | +7.5% | -10.7% | +18.3% | +10.8% |
| 6M | +2.7% | +26.5% | -23.8% | -5.3% |
| YTD | +6.0% | +49.1% | -43.1% | -7.8% |
| 1Y | +7.8% | +52.1% | -44.3% | -7.1% |
| 3Y | +5.8% | +72.6% | -66.8% | -14.4% |
| 5Y | -11.6% | +89.4% | -101.0% | -32.1% |
| All | +14.6% | +156.8% | -142.1% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling