+14.6%
AMCR vs CG
+314.7%
-300.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -6.3% | -9.9% | +3.6% | -3.6% |
| 30D | -7.8% | -11.7% | +3.9% | -4.8% |
| 3M | +7.5% | -4.3% | +11.8% | +8.5% |
| 6M | +2.7% | -8.8% | +11.4% | +4.8% |
| YTD | +6.0% | -26.9% | +32.9% | +14.1% |
| 1Y | +7.8% | -35.4% | +43.2% | +19.5% |
| 3Y | +5.8% | +43.0% | -37.3% | -11.1% |
| 5Y | -11.6% | +1.9% | -13.5% | -21.0% |
| All | +14.6% | +314.7% | -300.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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