+30.7%
AMCR vs FDS
+31.1%
-0.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +3.1% |
| 7D | +6.2% | +9.4% | -3.2% | +5.8% |
| 30D | +16.0% | +23.8% | -7.8% | +15.2% |
| 3M | +4.4% | +25.1% | -20.8% | +3.6% |
| 6M | +35.5% | +53.8% | -18.3% | +35.8% |
| YTD | +21.5% | +19.6% | +2.0% | +23.7% |
| 1Y | +30.7% | +31.6% | -0.9% | +32.3% |
| All | +30.7% | +31.1% | -0.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling