+100.3%
AMCR vs COO
+187.3%
-87.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -2.4% | +0.5% | -2.8% | -2.5% |
| 30D | +3.6% | +14.2% | -10.6% | -0.1% |
| 3M | -4.2% | -18.2% | +14.0% | +0.8% |
| 6M | +15.5% | +5.3% | +10.2% | +13.3% |
| YTD | +9.7% | -23.6% | +33.3% | +17.4% |
| 1Y | +8.3% | -12.7% | +21.0% | +11.7% |
| 3Y | +15.4% | -24.2% | +39.6% | +21.0% |
| 5Y | -9.1% | -40.0% | +30.9% | -0.5% |
| 10Y | +18.6% | +41.6% | -22.9% | +21.1% |
| All | +100.3% | +187.3% | -87.0% | +103.4% |
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