-10.3%
AMCR vs FIVE
+38.7%
-49.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -1.8% | +3.7% | -5.5% | -2.3% |
| 30D | -6.0% | +4.0% | -10.0% | -6.6% |
| 3M | +18.9% | +36.2% | -17.3% | +14.0% |
| 6M | +5.7% | +18.0% | -12.4% | +2.9% |
| YTD | +11.1% | +34.9% | -23.8% | +6.2% |
| 1Y | +12.7% | +67.9% | -55.2% | +4.5% |
| 3Y | +9.6% | +57.3% | -47.7% | -0.2% |
| 5Y | -10.3% | +39.5% | -49.9% | -19.6% |
| All | -10.3% | +38.7% | -49.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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