+100.3%
AMCR vs CP
+639.0%
-538.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.4% | +2.1% | -4.5% | -3.0% |
| 30D | +3.6% | +9.3% | -5.7% | +1.0% |
| 3M | -4.2% | +0.5% | -4.7% | -4.4% |
| 6M | +15.5% | +10.4% | +5.1% | +12.3% |
| YTD | +9.7% | +28.7% | -19.0% | +2.3% |
| 1Y | +8.3% | +33.2% | -24.9% | +0.1% |
| 3Y | +15.4% | +38.4% | -23.1% | +4.8% |
| 5Y | -9.1% | +26.2% | -35.3% | -16.0% |
| 10Y | +18.6% | +258.4% | -239.7% | -1.6% |
| All | +100.3% | +639.0% | -538.8% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling