-11.6%
AMCR vs FND
-63.3%
+51.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -6.3% | -5.8% | -0.5% | -4.9% |
| 30D | -7.8% | -20.2% | +12.4% | -2.6% |
| 3M | +7.5% | -12.0% | +19.5% | +10.6% |
| 6M | +2.7% | -18.5% | +21.2% | +7.0% |
| YTD | +6.0% | -22.3% | +28.3% | +11.2% |
| 1Y | +7.8% | -47.6% | +55.4% | +22.9% |
| 3Y | +5.8% | -49.8% | +55.5% | +18.0% |
| All | -11.6% | -63.3% | +51.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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