+100.2%
AMCR vs COO
+219.1%
-118.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | +2.3% | +10.7% | +12.0% |
| 3Y | +6.9% | -23.7% | +30.6% | +12.3% |
| 5Y | -10.5% | -38.9% | +28.5% | -2.4% |
| 10Y | +20.9% | +49.9% | -29.1% | +20.3% |
| All | +100.2% | +219.1% | -118.9% | +98.4% |
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 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