+14.6%
AMCR vs EXEL
+375.2%
-360.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | -6.3% | -4.9% | -1.4% | -5.8% |
| 30D | -7.8% | +11.4% | -19.2% | -8.8% |
| 3M | +7.5% | +4.9% | +2.6% | +7.0% |
| 6M | +2.7% | +34.4% | -31.7% | -0.3% |
| YTD | +6.0% | +28.0% | -22.0% | +3.3% |
| 1Y | +7.8% | +43.6% | -35.9% | +3.8% |
| 3Y | +5.8% | +155.2% | -149.4% | -4.3% |
| 5Y | -11.6% | +181.2% | -192.8% | -21.6% |
| All | +14.6% | +375.2% | -360.6% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling