+97.2%
AMCR vs EME
+2,814.4%
-2,717.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.2% |
| 7D | -6.3% | +2.7% | -9.0% | -6.8% |
| 30D | -7.1% | -6.8% | -0.3% | -5.9% |
| 3M | +12.7% | -8.8% | +21.5% | +13.9% |
| 6M | +5.2% | +5.0% | +0.2% | +2.9% |
| YTD | +8.1% | +23.5% | -15.4% | +1.7% |
| 1Y | +11.7% | +21.3% | -9.6% | +4.5% |
| 3Y | +9.9% | +241.1% | -231.1% | -23.9% |
| 5Y | -8.7% | +549.2% | -557.8% | -47.4% |
| 10Y | +16.8% | +1,306.4% | -1,289.6% | -41.4% |
| All | +97.2% | +2,814.4% | -2,717.2% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling