+7.8%
AMCR vs EL
-32.9%
+40.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -2.2% |
| 7D | -6.3% | -2.4% | -3.9% | -5.9% |
| 30D | -7.1% | +13.7% | -20.8% | -9.3% |
| 3M | +12.7% | +14.5% | -1.8% | +9.9% |
| 6M | +5.2% | +7.4% | -2.3% | +2.9% |
| YTD | +8.1% | -4.7% | +12.8% | +7.3% |
| 1Y | +11.7% | +12.9% | -1.2% | +8.2% |
| All | +7.8% | -32.9% | +40.7% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling