+14.6%
AMCR vs EL
+26.1%
-11.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -6.3% | -6.5% | +0.2% | -4.5% |
| 30D | -7.8% | +11.1% | -18.9% | -10.8% |
| 3M | +7.5% | +10.7% | -3.2% | +4.1% |
| 6M | +2.7% | +6.9% | -4.2% | -0.4% |
| YTD | +6.0% | -6.3% | +12.3% | +5.8% |
| 1Y | +7.8% | +13.5% | -5.7% | +1.2% |
| 3Y | +5.8% | -33.1% | +38.8% | +9.8% |
| 5Y | -11.6% | -68.8% | +57.1% | +18.5% |
| All | +14.6% | +26.1% | -11.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling