+30.7%
AMCR vs IRE
-97.6%
+128.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -23.2% | +26.5% | +3.1% |
| 7D | +6.2% | -46.8% | +53.0% | +6.0% |
| 30D | +16.0% | -75.5% | +91.5% | +15.8% |
| 3M | +4.4% | -79.4% | +83.8% | +4.2% |
| 6M | +35.5% | -91.3% | +126.8% | +36.3% |
| YTD | +21.5% | -90.8% | +112.3% | +20.6% |
| 1Y | +30.7% | -97.7% | +128.5% | +30.8% |
| All | +30.7% | -97.6% | +128.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling