+7.8%
AMCR vs HDB
-30.2%
+38.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | -6.3% | -4.9% | -1.4% | -5.1% |
| 30D | -7.1% | -5.8% | -1.3% | -5.8% |
| 3M | +12.7% | -5.2% | +17.9% | +14.0% |
| 6M | +5.2% | -25.7% | +30.9% | +11.3% |
| YTD | +8.1% | -39.6% | +47.6% | +18.0% |
| 1Y | +11.7% | -36.9% | +48.6% | +20.9% |
| All | +7.8% | -30.2% | +38.0% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling