+5.8%
AMCR vs EXEL
+154.7%
-149.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -6.3% | -4.9% | -1.4% | -5.7% |
| 30D | -7.8% | +11.4% | -19.2% | -9.1% |
| 3M | +7.5% | +4.9% | +2.6% | +6.8% |
| 6M | +2.7% | +34.4% | -31.7% | -0.6% |
| YTD | +6.0% | +28.0% | -22.0% | +2.9% |
| 1Y | +7.8% | +43.6% | -35.9% | +3.4% |
| 3Y | +5.8% | +155.2% | -149.4% | -2.7% |
| All | +5.8% | +154.7% | -149.0% | -2.7% |
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