+13.7%
AMCR vs FGI
+45.2%
-31.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.8% | -4.1% | +0.3% | -3.7% |
| 30D | +8.3% | -3.4% | +11.7% | +8.3% |
| 3M | -2.7% | +61.8% | -64.5% | -3.7% |
| 6M | +16.7% | +17.0% | -0.3% | +15.9% |
| YTD | +13.2% | +31.4% | -18.2% | +10.9% |
| 1Y | +13.7% | +42.7% | -28.9% | +11.2% |
| All | +13.7% | +45.2% | -31.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling