+5.8%
AMCR vs GWRE
+50.1%
-44.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -6.3% | -13.2% | +7.0% | -5.6% |
| 30D | -7.8% | -18.6% | +10.8% | -7.0% |
| 3M | +7.5% | +18.9% | -11.4% | +6.4% |
| 6M | +2.7% | -11.0% | +13.6% | +2.8% |
| YTD | +6.0% | -29.9% | +35.9% | +8.4% |
| 1Y | +7.8% | -44.3% | +52.1% | +12.6% |
| 3Y | +5.8% | +51.7% | -45.9% | -8.8% |
| All | +5.8% | +50.1% | -44.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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