+8.3%
AMCR vs ES
+2.1%
+6.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -2.4% | +2.7% | -5.1% | -3.1% |
| 30D | +3.6% | +7.6% | -4.0% | +1.4% |
| 3M | -4.2% | +0.5% | -4.7% | -4.5% |
| 6M | +15.5% | +7.6% | +7.9% | +13.5% |
| YTD | +9.7% | +10.2% | -0.5% | +8.0% |
| 1Y | +8.3% | +1.8% | +6.5% | +6.7% |
| All | +8.3% | +2.1% | +6.2% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling