-10.3%
AMCR vs ES
-2.9%
-7.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.4% |
| 30D | -6.0% | -1.2% | -4.9% | -5.7% |
| 3M | +18.9% | +5.0% | +13.9% | +16.6% |
| 6M | +5.7% | -2.8% | +8.5% | +6.6% |
| YTD | +11.1% | +8.6% | +2.5% | +7.2% |
| 1Y | +12.7% | +18.9% | -6.2% | +3.4% |
| 3Y | +9.6% | +32.1% | -22.6% | -5.7% |
| 5Y | -10.3% | -5.1% | -5.3% | -12.0% |
| All | -10.3% | -2.9% | -7.5% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling