+44.9%
AMCR vs ESI
+226.4%
-181.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -1.8% | +5.4% | -7.2% | -2.8% |
| 30D | -6.0% | -4.2% | -1.8% | -5.4% |
| 3M | +18.9% | -9.6% | +28.5% | +20.4% |
| 6M | +5.7% | +18.3% | -12.7% | +1.0% |
| YTD | +11.1% | +45.8% | -34.7% | +1.7% |
| 1Y | +12.7% | +39.2% | -26.4% | +3.8% |
| 3Y | +9.6% | +86.3% | -76.7% | -5.7% |
| 5Y | -10.3% | +76.2% | -86.5% | -22.8% |
| 10Y | +16.5% | +306.8% | -290.3% | -12.6% |
| All | +44.9% | +226.4% | -181.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling