+14.6%
AMCR vs LEN
+108.0%
-93.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | -6.3% | -4.8% | -1.5% | -5.0% |
| 30D | -7.8% | -6.6% | -1.2% | -6.0% |
| 3M | +7.5% | -15.7% | +23.2% | +12.8% |
| 6M | +2.7% | -16.6% | +19.3% | +8.0% |
| YTD | +6.0% | -21.3% | +27.4% | +13.1% |
| 1Y | +7.8% | -42.0% | +49.8% | +24.6% |
| 3Y | +5.8% | -27.9% | +33.7% | +12.8% |
| 5Y | -11.6% | -10.7% | -0.9% | -13.5% |
| All | +14.6% | +108.0% | -93.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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