-9.2%
AMCR vs ESI
+36.5%
-45.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.4% | +5.5% | -7.9% | -4.0% |
| 30D | +3.6% | -7.8% | +11.3% | +5.5% |
| 3M | -4.2% | -15.0% | +10.8% | -0.5% |
| 6M | +15.5% | -24.9% | +40.4% | +23.3% |
| YTD | +9.7% | +33.2% | -23.5% | -5.5% |
| 1Y | +8.3% | +24.9% | -16.6% | -4.9% |
| 3Y | +15.4% | +77.8% | -62.4% | -16.3% |
| All | -9.2% | +36.5% | -45.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling