-10.2%
AMCR vs IAG
+796.9%
-807.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -5.0% | -4.1% | -0.9% | -4.6% |
| 30D | -8.0% | +10.6% | -18.6% | -8.9% |
| 3M | +14.3% | +35.4% | -21.1% | +11.0% |
| 6M | +5.3% | -9.5% | +14.9% | +5.2% |
| YTD | +7.7% | +21.8% | -14.1% | +5.2% |
| 1Y | +10.8% | +84.1% | -73.3% | +5.0% |
| 3Y | +9.6% | +817.4% | -807.8% | -9.5% |
| 5Y | -10.2% | +830.1% | -840.3% | -32.4% |
| All | -10.2% | +796.9% | -807.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling