-0.4%
AMCR vs COMP
-49.4%
+49.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | -1.8% | +4.1% | -5.9% | -2.2% |
| 30D | -6.0% | -14.5% | +8.5% | -4.7% |
| 3M | +18.9% | +41.8% | -22.9% | +14.9% |
| 6M | +5.7% | +23.6% | -17.9% | +2.8% |
| YTD | +11.1% | +1.7% | +9.4% | +9.3% |
| 1Y | +14.4% | +12.6% | +1.9% | +11.3% |
| 3Y | +13.0% | +221.9% | -208.9% | -2.6% |
| 5Y | -7.5% | -28.1% | +20.6% | -20.0% |
| All | -0.4% | -49.4% | +49.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COMP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling