+4.2%
AMCR vs EOSE
-60.6%
+64.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -6.3% | +1.8% | -8.1% | -6.3% |
| 30D | -7.8% | -6.8% | -1.0% | -7.8% |
| 3M | +7.5% | -36.3% | +43.8% | +8.2% |
| 6M | +2.7% | -38.8% | +41.4% | +3.1% |
| YTD | +6.0% | -65.5% | +71.6% | +7.2% |
| 1Y | +7.8% | -45.3% | +53.1% | +7.3% |
| 3Y | +5.8% | +44.2% | -38.4% | +0.2% |
| 5Y | -11.6% | -69.5% | +57.9% | -21.2% |
| All | +4.2% | -60.6% | +64.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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