-7.9%
AMCR vs COMP
-31.2%
+23.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.9% | +1.4% | -3.2% | -2.0% |
| 30D | -4.1% | -13.3% | +9.2% | -2.8% |
| 3M | +21.7% | +41.1% | -19.4% | +17.5% |
| 6M | +1.5% | +17.2% | -15.7% | -1.0% |
| YTD | +13.1% | +5.2% | +7.9% | +10.8% |
| 1Y | +13.0% | +18.9% | -5.9% | +9.2% |
| 3Y | +6.9% | +215.9% | -209.0% | -8.3% |
| All | -7.9% | -31.2% | +23.2% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling