+96.6%
AMCR vs ED
+212.5%
-115.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -1.8% | +0.5% | -2.4% | -2.0% |
| 30D | -6.0% | +1.1% | -7.1% | -6.3% |
| 3M | +18.9% | +4.6% | +14.3% | +17.3% |
| 6M | +5.7% | -2.0% | +7.6% | +6.0% |
| YTD | +11.1% | +11.7% | -0.6% | +7.3% |
| 1Y | +12.7% | +15.7% | -3.0% | +7.6% |
| 3Y | +9.6% | +34.4% | -24.8% | -0.3% |
| 5Y | -10.3% | +67.3% | -77.6% | -22.7% |
| 10Y | +16.5% | +104.0% | -87.6% | -1.6% |
| All | +96.6% | +212.5% | -115.8% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling