+103.0%
AMCR vs ES
+223.8%
-120.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -8.5% | +0.1% | -8.6% | -8.6% |
| 30D | +6.8% | +6.7% | 0.0% | +4.5% |
| 3M | -5.0% | +0.3% | -5.3% | -5.3% |
| 6M | +13.9% | +7.4% | +6.5% | +11.1% |
| YTD | +11.2% | +8.4% | +2.8% | +8.0% |
| 1Y | +11.3% | +0.6% | +10.7% | +10.3% |
| 3Y | +15.4% | +50.6% | -35.2% | -0.8% |
| 5Y | -7.7% | +4.8% | -12.6% | -11.6% |
| 10Y | +20.2% | +93.1% | -72.9% | +12.9% |
| All | +103.0% | +223.8% | -120.8% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling