+16.5%
AMCR vs COO
+17.5%
-1.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.7% | +14.4% | +4.9% |
| 7D | -5.0% | -23.3% | +18.4% | +3.8% |
| 30D | -8.0% | -29.5% | +21.5% | +3.6% |
| 3M | +14.3% | -20.0% | +34.2% | +22.9% |
| 6M | +5.3% | -27.2% | +32.5% | +17.1% |
| YTD | +7.7% | -33.9% | +41.6% | +23.8% |
| 1Y | +10.8% | -19.9% | +30.8% | +18.7% |
| 3Y | +9.6% | -38.1% | +47.7% | +24.6% |
| 5Y | -10.2% | -52.0% | +41.8% | +9.8% |
| All | +16.5% | +17.5% | -1.1% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling