+16.9%
AMCR vs COO
-23.7%
+40.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -8.5% | -2.3% | -6.2% | -7.8% |
| 30D | +6.8% | +13.3% | -6.5% | +3.0% |
| 3M | -5.0% | -18.1% | +13.1% | +0.5% |
| 6M | +13.9% | +6.7% | +7.2% | +11.3% |
| YTD | +11.2% | -23.2% | +34.4% | +19.1% |
| 1Y | +11.3% | -12.3% | +23.6% | +15.2% |
| All | +16.9% | -23.7% | +40.6% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling