+15.4%
AMCR vs FDS
-23.3%
+38.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.4% | +1.5% | -3.8% | -2.6% |
| 30D | +3.6% | +14.8% | -11.2% | +2.0% |
| 3M | -4.2% | +16.3% | -20.5% | -5.9% |
| 6M | +15.5% | +66.2% | -50.7% | +8.9% |
| YTD | +9.7% | +16.2% | -6.5% | +10.1% |
| 1Y | +8.3% | +21.8% | -13.5% | +7.3% |
| 3Y | +15.4% | -23.9% | +39.2% | +26.8% |
| All | +15.4% | -23.3% | +38.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling