-10.2%
AMCR vs ESI
+66.0%
-76.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.1% |
| 7D | -5.0% | -2.3% | -2.6% | -4.3% |
| 30D | -8.0% | -9.0% | +1.1% | -5.6% |
| 3M | +14.3% | -13.3% | +27.5% | +17.6% |
| 6M | +5.3% | +5.3% | 0.0% | +0.4% |
| YTD | +7.7% | +37.6% | -29.9% | -7.0% |
| 1Y | +10.8% | +33.6% | -22.8% | -4.0% |
| 3Y | +9.6% | +75.8% | -66.2% | -18.3% |
| 5Y | -10.2% | +68.6% | -78.8% | -34.6% |
| All | -10.2% | +66.0% | -76.2% | -34.6% |
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