-11.6%
AMCR vs EME
+575.5%
-587.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.3% |
| 7D | -6.3% | +3.5% | -9.8% | -6.8% |
| 30D | -7.8% | -6.3% | -1.5% | -6.9% |
| 3M | +7.5% | -3.8% | +11.3% | +7.7% |
| 6M | +2.7% | +8.5% | -5.8% | +0.4% |
| YTD | +6.0% | +27.8% | -21.8% | +0.3% |
| 1Y | +7.8% | +22.2% | -14.4% | +1.8% |
| 3Y | +5.8% | +253.5% | -247.7% | -31.3% |
| All | -11.6% | +575.5% | -587.1% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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