-8.7%
AMCR vs CP
+30.0%
-38.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.2% |
| 7D | -6.3% | +0.6% | -6.9% | -6.5% |
| 30D | -7.1% | -0.5% | -6.6% | -7.0% |
| 3M | +12.7% | +0.1% | +12.6% | +12.5% |
| 6M | +5.2% | +7.8% | -2.7% | +1.4% |
| YTD | +8.1% | +22.9% | -14.8% | -1.7% |
| 1Y | +11.7% | +21.3% | -9.6% | +2.0% |
| 3Y | +9.9% | +20.4% | -10.5% | -1.4% |
| 5Y | -8.7% | +34.9% | -43.6% | -24.5% |
| All | -8.7% | +30.0% | -38.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling