+100.2%
AMCR vs FDS
+234.7%
-134.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.6% |
| 7D | -1.9% | -1.9% | 0.0% | -1.5% |
| 30D | -4.1% | +9.0% | -13.1% | -6.2% |
| 3M | +21.7% | +18.9% | +2.8% | +16.1% |
| 6M | +1.5% | +35.1% | -33.6% | -7.2% |
| YTD | +13.1% | +5.5% | +7.6% | +9.9% |
| 1Y | +13.0% | -16.8% | +29.8% | +16.9% |
| 3Y | +6.9% | -28.1% | +35.0% | +14.3% |
| 5Y | -10.5% | -17.4% | +7.0% | -8.6% |
| 10Y | +20.9% | +85.4% | -64.6% | +10.0% |
| All | +100.2% | +234.7% | -134.5% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling