+102.7%
AMCR vs IT
+306.9%
-204.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -0.3% |
| 7D | -1.8% | -9.1% | +7.3% | -0.1% |
| 30D | -6.0% | -7.0% | +1.0% | -4.9% |
| 3M | +18.9% | +7.6% | +11.3% | +15.8% |
| 6M | +5.7% | +2.1% | +3.5% | +3.3% |
| YTD | +11.1% | -31.6% | +42.7% | +17.6% |
| 1Y | +14.4% | -29.9% | +44.4% | +19.8% |
| 3Y | +13.0% | -51.3% | +64.3% | +26.1% |
| 5Y | -7.5% | -44.8% | +37.2% | -1.6% |
| 10Y | +20.1% | +91.4% | -71.3% | +0.7% |
| All | +102.7% | +306.9% | -204.1% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling