+96.6%
AMCR vs BWA
+138.2%
-41.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +12.7% | +50.9% | -38.2% | +1.3% |
| 3Y | +9.6% | +72.2% | -62.6% | -5.9% |
| 5Y | -10.3% | +91.1% | -101.4% | -25.6% |
| 10Y | +16.5% | +144.0% | -127.5% | -9.9% |
| All | +96.6% | +138.2% | -41.6% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling