+15.4%
AMCR vs CP
+36.4%
-21.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.4% | +2.1% | -4.5% | -3.3% |
| 30D | +3.6% | +9.3% | -5.7% | -0.4% |
| 3M | -4.2% | +0.5% | -4.7% | -4.5% |
| 6M | +15.5% | +10.4% | +5.1% | +10.4% |
| YTD | +9.7% | +28.7% | -19.0% | -1.3% |
| 1Y | +8.3% | +33.2% | -24.9% | -3.9% |
| 3Y | +15.4% | +38.4% | -23.1% | -0.1% |
| All | +15.4% | +36.4% | -21.0% | -0.1% |
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