-5.5%
AMCR vs FGI
-66.3%
+60.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.4% |
| 7D | -4.5% | +13.5% | -18.0% | -4.5% |
| 30D | +4.9% | +17.1% | -12.2% | +4.7% |
| 3M | -4.6% | +78.0% | -82.6% | -5.4% |
| 6M | +15.2% | +46.4% | -31.3% | +14.3% |
| YTD | +9.7% | +47.7% | -38.0% | +8.5% |
| 1Y | +10.5% | +56.8% | -46.3% | +9.1% |
| 3Y | +13.8% | +12.3% | +1.6% | +12.8% |
| All | -5.5% | -66.3% | +60.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling