+13.6%
AMCR vs LUMN
-60.4%
+74.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | +0.3% |
| 7D | -7.9% | -10.6% | +2.6% | -7.7% |
| 30D | +8.2% | -18.2% | +26.4% | +8.6% |
| 3M | -4.3% | -30.8% | +26.4% | -3.6% |
| 6M | +16.6% | -49.1% | +65.6% | +18.8% |
| YTD | +13.1% | -44.4% | +57.5% | +11.5% |
| All | +13.6% | -60.4% | +74.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling