+97.2%
AMCR vs IAG
+115.3%
-18.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.9% | -2.8% |
| 7D | -6.3% | +1.7% | -8.0% | -6.4% |
| 30D | -7.1% | +11.4% | -18.6% | -7.7% |
| 3M | +12.7% | +33.0% | -20.4% | +11.0% |
| 6M | +5.2% | -6.0% | +11.1% | +5.0% |
| YTD | +8.1% | +24.6% | -16.5% | +6.5% |
| 1Y | +11.7% | +105.0% | -93.3% | +7.9% |
| 3Y | +9.9% | +837.9% | -828.0% | -0.8% |
| 5Y | -8.7% | +817.0% | -825.6% | -18.9% |
| 10Y | +16.8% | +425.3% | -408.5% | +3.4% |
| All | +97.2% | +115.3% | -18.1% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling