+106.4%
AMCR vs ES
+222.4%
-115.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -4.1% | -2.0% | -2.1% | -3.5% |
| 3M | +21.7% | +1.7% | +20.0% | +21.0% |
| 6M | +1.5% | -3.5% | +5.0% | +2.5% |
| YTD | +13.1% | +7.9% | +5.2% | +10.1% |
| 1Y | +16.5% | +17.2% | -0.7% | +9.6% |
| 3Y | +10.3% | +29.3% | -19.1% | -0.6% |
| 5Y | -7.7% | -5.7% | -1.9% | -8.8% |
| 10Y | +24.6% | +85.2% | -60.6% | +17.2% |
| All | +106.4% | +222.4% | -115.9% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded ES 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling