+16.8%
AMCR vs HAS
+54.3%
-37.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | -5.7% | -7.4% | +1.7% | -3.6% |
| 30D | -5.7% | -7.4% | +1.7% | -3.6% |
| 3M | -5.7% | -7.4% | +1.7% | -3.6% |
| 6M | -5.7% | -7.4% | +1.7% | -3.6% |
| YTD | +8.1% | +11.0% | -2.9% | +4.7% |
| 1Y | +11.7% | +16.8% | -5.1% | +6.5% |
| 3Y | +9.9% | +44.0% | -34.1% | -3.5% |
| 5Y | -8.7% | +11.0% | -19.6% | -14.9% |
| 10Y | +16.8% | +56.0% | -39.2% | -3.4% |
| All | +16.8% | +54.3% | -37.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HAS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling