+5.8%
AMCR vs LEN
-27.3%
+33.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.4% |
| 7D | -6.3% | -4.8% | -1.5% | -4.7% |
| 30D | -7.8% | -6.6% | -1.2% | -5.6% |
| 3M | +7.5% | -15.7% | +23.2% | +13.9% |
| 6M | +2.7% | -16.6% | +19.3% | +8.8% |
| YTD | +6.0% | -21.3% | +27.4% | +14.1% |
| 1Y | +7.8% | -42.0% | +49.8% | +26.5% |
| 3Y | +5.8% | -27.9% | +33.7% | +10.6% |
| All | +5.8% | -27.3% | +33.1% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling