+106.4%
AMCR vs ES
+219.0%
-112.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | +8.2% | +5.7% | +2.5% | +6.2% |
| 3M | -4.3% | -2.8% | -1.5% | -3.6% |
| 6M | +16.6% | +7.0% | +9.6% | +13.9% |
| YTD | +13.1% | +6.8% | +6.3% | +10.4% |
| 1Y | +14.4% | -0.5% | +14.9% | +13.7% |
| 3Y | +18.4% | +47.2% | -28.8% | +2.5% |
| 5Y | -5.8% | +2.3% | -8.1% | -9.0% |
| 10Y | +22.3% | +85.6% | -63.4% | +15.3% |
| All | +106.4% | +219.0% | -112.6% | +93.8% |
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