+11.4%
AMCR vs GME
-15.8%
+27.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.3% | +7.2% | -10.5% | -3.7% |
| 30D | -5.4% | +0.8% | -6.2% | -5.5% |
| 3M | +20.0% | -14.0% | +33.9% | +21.1% |
| 6M | 0.0% | -19.7% | +19.8% | +1.6% |
| YTD | +11.5% | -4.6% | +16.1% | +11.1% |
| 1Y | +11.4% | -14.3% | +25.7% | +10.6% |
| All | +11.4% | -15.8% | +27.2% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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