+102.7%
AMCR vs EXEL
+1,042.0%
-939.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.7% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | -6.0% | +6.7% | -12.7% | -6.3% |
| 3M | +18.9% | +11.5% | +7.5% | +18.4% |
| 6M | +5.7% | +38.8% | -33.1% | +4.3% |
| YTD | +11.1% | +31.6% | -20.5% | +9.8% |
| 1Y | +14.4% | +53.0% | -38.6% | +12.4% |
| 3Y | +13.0% | +160.8% | -147.8% | +8.7% |
| 5Y | -7.5% | +190.1% | -197.6% | -11.6% |
| 10Y | +20.1% | +367.0% | -346.9% | +15.3% |
| All | +102.7% | +1,042.0% | -939.2% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling