+100.2%
AMCR vs CP
+617.4%
-517.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.9% | -2.7% | +0.8% | -1.1% |
| 30D | -4.1% | +0.2% | -4.3% | -4.2% |
| 3M | +21.7% | +2.6% | +19.1% | +20.7% |
| 6M | +1.5% | +6.0% | -4.5% | -0.2% |
| YTD | +13.1% | +24.9% | -11.8% | +6.4% |
| 1Y | +13.0% | +20.1% | -7.1% | +7.3% |
| 3Y | +6.9% | +16.4% | -9.5% | +1.6% |
| 5Y | -10.5% | +31.7% | -42.2% | -17.8% |
| 10Y | +20.9% | +223.9% | -203.0% | +0.9% |
| All | +100.2% | +617.4% | -517.2% | +68.0% |
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