+100.2%
AMCR vs EL
+118.0%
-17.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | -4.1% | +19.8% | -23.9% | -8.4% |
| 3M | +21.7% | +25.7% | -4.0% | +14.8% |
| 6M | +1.5% | +5.4% | -4.0% | -0.9% |
| YTD | +13.1% | +0.2% | +12.9% | +11.2% |
| 1Y | +13.0% | +20.4% | -7.5% | +5.6% |
| 3Y | +6.9% | -32.1% | +39.1% | +9.8% |
| 5Y | -10.5% | -67.2% | +56.7% | +10.1% |
| 10Y | +20.9% | +31.7% | -10.9% | +24.9% |
| All | +100.2% | +118.0% | -17.8% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling