+11.4%
AMCR vs GNRC
+6.8%
+4.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.9% |
| 7D | -3.3% | +1.9% | -5.2% | -3.5% |
| 30D | -5.4% | -13.8% | +8.4% | -3.6% |
| 3M | +20.0% | -32.6% | +52.6% | +26.1% |
| 6M | 0.0% | -15.2% | +15.2% | +0.2% |
| YTD | +11.5% | +37.4% | -25.9% | +3.8% |
| 1Y | +11.4% | +5.1% | +6.2% | +7.4% |
| All | +11.4% | +6.8% | +4.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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