+96.6%
AMCR vs ITOT
+598.4%
-501.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -5.0% | -2.0% | -2.9% | -3.8% |
| 30D | -8.0% | -2.0% | -6.0% | -6.9% |
| 3M | +14.3% | +4.5% | +9.7% | +11.4% |
| 6M | +5.3% | +12.6% | -7.3% | -1.5% |
| YTD | +7.7% | +12.0% | -4.3% | +1.1% |
| 1Y | +10.8% | +17.3% | -6.4% | +1.1% |
| 3Y | +9.6% | +75.2% | -65.7% | -21.2% |
| 5Y | -10.2% | +74.0% | -84.2% | -35.6% |
| 10Y | +16.5% | +298.6% | -282.1% | -33.0% |
| All | +96.6% | +598.4% | -501.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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