-8.7%
AMCR vs COO
-44.2%
+35.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.5% | -0.6% |
| 7D | -6.3% | -9.0% | +2.7% | -3.2% |
| 30D | -7.1% | -16.8% | +9.7% | -1.0% |
| 3M | +12.7% | -7.5% | +20.2% | +15.8% |
| 6M | +5.2% | -16.3% | +21.4% | +11.6% |
| YTD | +8.1% | -22.5% | +30.6% | +17.5% |
| 1Y | +11.7% | -7.0% | +18.7% | +14.2% |
| 3Y | +9.9% | -27.5% | +37.4% | +18.1% |
| 5Y | -8.7% | -43.3% | +34.7% | +4.5% |
| All | -8.7% | -44.2% | +35.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling