+16.5%
AMCR vs ES
+83.3%
-66.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -5.0% | -3.5% | -1.5% | -3.6% |
| 30D | -8.0% | -3.0% | -5.0% | -6.9% |
| 3M | +14.3% | -0.3% | +14.5% | +14.3% |
| 6M | +5.3% | -5.2% | +10.5% | +7.3% |
| YTD | +7.7% | +4.8% | +3.0% | +5.4% |
| 1Y | +10.8% | +12.7% | -1.9% | +4.3% |
| 3Y | +9.6% | +27.5% | -17.9% | -3.4% |
| 5Y | -10.2% | -4.7% | -5.5% | -11.6% |
| All | +16.5% | +83.3% | -66.8% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling