+93.5%
AMCR vs GWRE
+429.2%
-335.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -6.3% | -13.2% | +7.0% | -4.9% |
| 30D | -7.8% | -18.6% | +10.8% | -6.2% |
| 3M | +7.5% | +18.9% | -11.4% | +4.9% |
| 6M | +2.7% | -11.0% | +13.6% | +2.5% |
| YTD | +6.0% | -29.9% | +35.9% | +8.5% |
| 1Y | +7.8% | -44.3% | +52.1% | +13.3% |
| 3Y | +5.8% | +51.7% | -45.9% | -3.6% |
| 5Y | -11.6% | +15.4% | -27.1% | -18.6% |
| 10Y | +14.6% | +129.4% | -114.8% | +1.4% |
| All | +93.5% | +429.2% | -335.7% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling