+14.6%
AMCR vs ESI
+312.8%
-298.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -6.3% | -4.6% | -1.6% | -5.0% |
| 30D | -7.8% | -10.5% | +2.7% | -5.0% |
| 3M | +7.5% | -19.8% | +27.3% | +13.5% |
| 6M | +2.7% | +5.8% | -3.1% | -1.4% |
| YTD | +6.0% | +38.3% | -32.3% | -6.9% |
| 1Y | +7.8% | +31.5% | -23.7% | -4.5% |
| 3Y | +5.8% | +80.7% | -74.9% | -17.5% |
| 5Y | -11.6% | +69.4% | -81.0% | -31.0% |
| All | +14.6% | +312.8% | -298.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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