-3.4%
AMCR vs COMP
-49.4%
+46.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | +12.7% | +12.6% | +0.2% | +9.6% |
| 3Y | +9.6% | +221.9% | -212.3% | -5.5% |
| 5Y | -10.3% | -28.1% | +17.8% | -22.4% |
| All | -3.4% | -49.4% | +46.0% | -14.5% |
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