+106.4%
AMCR vs COO
+219.1%
-112.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -1.9% | -2.2% | +0.4% | -1.3% |
| 30D | -4.1% | -7.0% | +2.9% | -2.1% |
| 3M | +21.7% | +12.2% | +9.5% | +17.8% |
| 6M | +1.5% | -15.1% | +16.6% | +6.0% |
| YTD | +13.1% | -15.1% | +28.2% | +18.1% |
| 1Y | +16.5% | +2.3% | +14.2% | +15.4% |
| 3Y | +10.3% | -23.7% | +33.9% | +15.8% |
| 5Y | -7.7% | -38.9% | +31.3% | +0.6% |
| 10Y | +24.6% | +49.9% | -25.3% | +24.1% |
| All | +106.4% | +219.1% | -112.7% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded COO 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling