+96.6%
AMCR vs GRMN
+869.2%
-772.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -6.0% | -11.3% | +5.3% | -3.2% |
| 3M | +18.9% | +17.7% | +1.2% | +13.4% |
| 6M | +5.7% | +14.2% | -8.5% | +1.6% |
| YTD | +11.1% | +37.0% | -25.9% | +1.8% |
| 1Y | +12.7% | +17.0% | -4.3% | +7.2% |
| 3Y | +9.6% | +183.2% | -173.6% | -18.2% |
| 5Y | -10.3% | +77.3% | -87.6% | -27.0% |
| 10Y | +16.5% | +630.9% | -614.4% | -19.7% |
| All | +96.6% | +869.2% | -772.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 all: compounded portfolio wealth divided by compounded GRMN 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…
all analysis · Full analysis span regression · 6 months rolling