+96.6%
AMCR vs LEN
+236.6%
-140.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.9% |
| 7D | -1.8% | -2.9% | +1.0% | -1.2% |
| 30D | -6.0% | -8.9% | +2.8% | -4.1% |
| 3M | +18.9% | -10.9% | +29.8% | +21.9% |
| 6M | +5.7% | -19.7% | +25.3% | +10.7% |
| YTD | +11.1% | -20.6% | +31.7% | +16.6% |
| 1Y | +12.7% | -42.4% | +55.1% | +26.0% |
| 3Y | +9.6% | -26.5% | +36.1% | +15.2% |
| 5Y | -10.3% | -10.9% | +0.6% | -10.9% |
| 10Y | +16.5% | +100.6% | -84.2% | -0.8% |
| All | +96.6% | +236.6% | -140.0% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling