+17.7%
AMCR vs IRE
-97.3%
+115.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -7.9% | -15.5% | +7.6% | -7.9% |
| 30D | +8.2% | -70.4% | +78.6% | +8.1% |
| 3M | -4.3% | -81.6% | +77.3% | -4.4% |
| 6M | +16.6% | -94.7% | +111.3% | +17.7% |
| YTD | +13.1% | -91.8% | +104.8% | +12.3% |
| 1Y | +14.4% | -97.6% | +112.0% | +13.8% |
| All | +17.7% | -97.3% | +115.0% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling