+100.2%
AMCR vs IBB
+420.2%
-320.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -4.1% | +10.5% | -14.6% | -6.6% |
| 3M | +21.7% | +23.6% | -2.0% | +15.0% |
| 6M | +1.5% | +22.6% | -21.1% | -3.8% |
| YTD | +13.1% | +25.7% | -12.6% | +6.5% |
| 1Y | +13.0% | +51.4% | -38.4% | +1.5% |
| 3Y | +6.9% | +64.4% | -57.4% | -6.1% |
| 5Y | -10.5% | +22.1% | -32.6% | -17.9% |
| 10Y | +20.9% | +132.5% | -111.6% | +2.3% |
| All | +100.2% | +420.2% | -320.0% | +67.0% |
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