+100.3%
AMCR vs EXEL
+1,266.3%
-1,166.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | +3.6% | +13.1% | -9.5% | +3.1% |
| 3M | -4.2% | +36.3% | -40.5% | -5.5% |
| 6M | +15.5% | +34.5% | -19.0% | +14.1% |
| YTD | +9.7% | +57.4% | -47.7% | +7.7% |
| 1Y | +8.3% | +62.9% | -54.6% | +6.1% |
| 3Y | +15.4% | +229.5% | -214.2% | +10.0% |
| 5Y | -9.1% | +281.2% | -290.3% | -14.0% |
| 10Y | +18.6% | +320.7% | -302.1% | +12.5% |
| All | +100.3% | +1,266.3% | -1,166.1% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling