+16.7%
AMCR vs FGI
+1.5%
+15.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -5.3% | -7.0% | +1.6% | -5.3% |
| 30D | +8.7% | -4.2% | +13.0% | +8.7% |
| 3M | -3.3% | +55.6% | -58.9% | -3.6% |
| 6M | +15.1% | -3.2% | +18.2% | +14.8% |
| YTD | +12.4% | +29.1% | -16.7% | +11.9% |
| 1Y | +15.8% | +51.0% | -35.2% | +15.3% |
| 3Y | +16.7% | +1.5% | +15.2% | +19.7% |
| All | +16.7% | +1.5% | +15.2% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling