+100.3%
AMCR vs COO
+185.2%
-84.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.0% |
| 7D | -4.5% | -2.1% | -2.4% | -3.9% |
| 30D | +4.9% | +13.9% | -9.1% | +1.2% |
| 3M | -4.6% | -18.9% | +14.4% | +0.7% |
| 6M | +15.2% | +3.7% | +11.4% | +13.4% |
| YTD | +9.7% | -24.1% | +33.9% | +17.7% |
| 1Y | +10.5% | -14.2% | +24.7% | +14.5% |
| 3Y | +13.8% | -24.5% | +38.3% | +19.5% |
| 5Y | -9.1% | -40.4% | +31.3% | -0.3% |
| 10Y | +18.6% | +40.5% | -21.9% | +21.3% |
| All | +100.3% | +185.2% | -84.9% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling