+17.8%
AMCR vs IRE
-97.7%
+115.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.8% | +15.9% | 0.0% |
| 7D | -3.8% | -41.9% | +38.1% | -3.9% |
| 30D | +8.3% | -75.1% | +83.4% | +8.1% |
| 3M | -2.7% | -82.4% | +79.7% | -2.9% |
| 6M | +16.7% | -95.5% | +112.2% | +17.7% |
| YTD | +13.2% | -93.1% | +106.3% | +12.4% |
| 1Y | +13.7% | -97.8% | +111.5% | +13.1% |
| All | +17.8% | -97.7% | +115.5% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling