+100.3%
AMCR vs IBB
+421.6%
-321.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +3.6% | +4.6% | -1.0% | +2.4% |
| 3M | -4.2% | +6.8% | -11.0% | -6.0% |
| 6M | +15.5% | +23.1% | -7.6% | +9.2% |
| YTD | +9.7% | +26.0% | -16.3% | +3.2% |
| 1Y | +8.3% | +30.4% | -22.1% | +0.9% |
| 3Y | +15.4% | +85.4% | -70.1% | -1.5% |
| 5Y | -9.1% | +39.7% | -48.8% | -18.6% |
| 10Y | +18.6% | +127.1% | -108.4% | +0.2% |
| All | +100.3% | +421.6% | -321.4% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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