-10.2%
AMCR vs ED
+66.8%
-76.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -5.0% | -1.9% | -3.1% | -4.3% |
| 30D | -8.0% | +0.1% | -8.1% | -8.1% |
| 3M | +14.3% | 0.0% | +14.3% | +14.1% |
| 6M | +5.3% | -2.5% | +7.8% | +6.0% |
| YTD | +7.7% | +10.1% | -2.4% | +3.1% |
| 1Y | +10.8% | +13.6% | -2.7% | +4.4% |
| 3Y | +9.6% | +32.4% | -22.9% | -5.4% |
| 5Y | -10.2% | +69.9% | -80.0% | -27.1% |
| All | -10.2% | +66.8% | -76.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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