-8.7%
AMCR vs FDS
-23.5%
+14.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.0% |
| 7D | -6.3% | -8.8% | +2.5% | -4.5% |
| 30D | -7.1% | -1.4% | -5.8% | -7.0% |
| 3M | +12.7% | +13.9% | -1.2% | +9.3% |
| 6M | +5.2% | +27.4% | -22.2% | -1.5% |
| YTD | +8.1% | -2.5% | +10.5% | +9.2% |
| 1Y | +11.7% | -23.8% | +35.5% | +22.3% |
| 3Y | +9.9% | -32.5% | +42.4% | +23.5% |
| 5Y | -8.7% | -23.2% | +14.5% | -1.5% |
| All | -8.7% | -23.5% | +14.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling