+15.4%
AMCR vs COMP
+423.6%
-408.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | +3.6% | +16.6% | -13.0% | +1.5% |
| 3M | -4.2% | -23.5% | +19.3% | -1.7% |
| 6M | +15.5% | +25.7% | -10.2% | +11.9% |
| YTD | +9.7% | -3.4% | +13.1% | +6.9% |
| 1Y | +8.3% | +7.6% | +0.7% | +4.6% |
| 3Y | +15.4% | +423.6% | -408.2% | -6.3% |
| All | +15.4% | +423.6% | -408.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling