+9.6%
AMCR vs CP
+20.4%
-10.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -1.8% | +2.4% | -4.3% | -2.9% |
| 30D | -6.0% | -0.5% | -5.5% | -5.9% |
| 3M | +18.9% | +1.4% | +17.5% | +18.0% |
| 6M | +5.7% | +10.3% | -4.7% | +1.0% |
| YTD | +11.1% | +24.3% | -13.2% | +1.3% |
| 1Y | +12.7% | +20.4% | -7.7% | +3.9% |
| 3Y | +9.6% | +21.8% | -12.2% | -1.5% |
| All | +9.6% | +20.4% | -10.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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