+1.4%
AMCR vs COMP
-49.2%
+50.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.1% |
| 7D | -7.9% | +14.5% | -22.5% | -9.2% |
| 30D | +8.2% | +14.9% | -6.7% | +6.6% |
| 3M | -4.3% | -14.2% | +9.9% | -3.3% |
| 6M | +16.6% | +23.7% | -7.2% | +13.6% |
| YTD | +13.1% | +2.1% | +11.0% | +10.9% |
| 1Y | +14.4% | +26.2% | -11.8% | +10.2% |
| 3Y | +18.4% | +470.9% | -452.5% | -2.6% |
| 5Y | -5.8% | -14.0% | +8.2% | -18.6% |
| All | +1.4% | -49.2% | +50.6% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling