+106.4%
AMCR vs HDB
+247.3%
-140.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -4.1% | -2.8% | -1.3% | -3.6% |
| 3M | +21.7% | -3.5% | +25.2% | +22.4% |
| 6M | +1.5% | -24.7% | +26.2% | +6.8% |
| YTD | +13.1% | -36.6% | +49.7% | +22.6% |
| 1Y | +16.5% | -34.4% | +50.9% | +25.3% |
| 3Y | +10.3% | -24.4% | +34.6% | +14.4% |
| 5Y | -7.7% | -35.4% | +27.7% | -2.8% |
| 10Y | +24.6% | +39.5% | -14.9% | +19.9% |
| All | +106.4% | +247.3% | -140.9% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded HDB 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling