+7.5%
AMCR vs GME
+14.2%
-6.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -5.0% | +6.0% | -11.0% | -5.1% |
| 30D | -8.0% | +8.3% | -16.3% | -8.2% |
| 3M | +14.3% | -9.1% | +23.3% | +14.5% |
| 6M | +5.3% | -16.3% | +21.7% | +5.7% |
| YTD | +7.7% | +1.5% | +6.2% | +7.6% |
| 1Y | +10.8% | -16.3% | +27.2% | +11.2% |
| All | +7.5% | +14.2% | -6.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling