+97.2%
AMCR vs INDA
+159.9%
-62.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.5% |
| 7D | -6.3% | -2.6% | -3.7% | -5.5% |
| 30D | -7.1% | -2.9% | -4.2% | -6.2% |
| 3M | +12.7% | +2.4% | +10.3% | +11.9% |
| 6M | +5.2% | -2.6% | +7.8% | +6.2% |
| YTD | +8.1% | -10.0% | +18.0% | +11.7% |
| 1Y | +11.7% | -7.7% | +19.4% | +14.5% |
| 3Y | +9.9% | +8.9% | +1.0% | +7.0% |
| 5Y | -8.7% | +6.0% | -14.6% | -10.6% |
| 10Y | +16.8% | +84.4% | -67.6% | -0.7% |
| All | +97.2% | +159.9% | -62.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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