+15.4%
AMCR vs EXEL
+230.5%
-215.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +3.6% | +13.1% | -9.5% | +2.0% |
| 3M | -4.2% | +36.3% | -40.5% | -7.9% |
| 6M | +15.5% | +34.5% | -19.0% | +11.3% |
| YTD | +9.7% | +57.4% | -47.7% | +3.8% |
| 1Y | +8.3% | +62.9% | -54.6% | +2.1% |
| 3Y | +15.4% | +229.5% | -214.2% | +5.9% |
| All | +15.4% | +230.5% | -215.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling