-10.2%
AMCR vs EXEL
+192.6%
-202.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -5.0% | -2.9% | -2.1% | -4.6% |
| 30D | -8.0% | +11.9% | -19.9% | -9.3% |
| 3M | +14.3% | +9.2% | +5.0% | +13.0% |
| 6M | +5.3% | +39.1% | -33.8% | +1.4% |
| YTD | +7.7% | +31.0% | -23.3% | +4.2% |
| 1Y | +10.8% | +52.3% | -41.5% | +5.4% |
| 3Y | +9.6% | +159.7% | -150.2% | -2.1% |
| 5Y | -10.2% | +187.7% | -197.9% | -23.9% |
| All | -10.2% | +192.6% | -202.8% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling