+102.7%
AMCR vs GME
+436.5%
-333.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -1.8% | +0.4% | -2.3% | -1.8% |
| 30D | -6.0% | -1.4% | -4.6% | -6.0% |
| 3M | +18.9% | -15.1% | +34.1% | +19.3% |
| 6M | +5.7% | -22.5% | +28.1% | +6.1% |
| YTD | +11.1% | -5.9% | +17.0% | +11.1% |
| 1Y | +14.4% | -18.6% | +33.1% | +14.8% |
| 3Y | +13.0% | +6.7% | +6.3% | +10.0% |
| 5Y | -7.5% | -62.0% | +54.4% | -9.5% |
| 10Y | +20.1% | +239.5% | -219.4% | -7.2% |
| All | +102.7% | +436.5% | -333.8% | +48.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling