+97.2%
AMCR vs HIG
+852.5%
-755.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -6.3% | -0.5% | -5.8% | -6.2% |
| 30D | -7.1% | -2.8% | -4.3% | -6.4% |
| 3M | +12.7% | +6.3% | +6.3% | +10.4% |
| 6M | +5.2% | -0.1% | +5.3% | +4.9% |
| YTD | +8.1% | +0.4% | +7.6% | +7.6% |
| 1Y | +11.7% | +6.2% | +5.5% | +9.3% |
| 3Y | +9.9% | +101.6% | -91.7% | -11.9% |
| 5Y | -8.7% | +119.8% | -128.5% | -28.8% |
| 10Y | +16.8% | +311.7% | -294.9% | -23.8% |
| All | +97.2% | +852.5% | -755.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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