-11.6%
AMCR vs GME
-56.3%
+44.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.7% |
| 7D | -6.3% | +10.4% | -16.7% | -6.6% |
| 30D | -7.8% | +14.1% | -21.9% | -8.3% |
| 3M | +7.5% | -4.6% | +12.2% | +7.7% |
| 6M | +2.7% | -13.5% | +16.2% | +3.1% |
| YTD | +6.0% | +5.3% | +0.7% | +5.7% |
| 1Y | +7.8% | -14.9% | +22.7% | +8.2% |
| 3Y | +5.8% | +24.3% | -18.5% | -1.3% |
| All | -11.6% | -56.3% | +44.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling