-11.6%
AMCR vs LUMN
-37.8%
+26.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -6.3% | +2.5% | -8.8% | -6.4% |
| 30D | -7.8% | +10.3% | -18.1% | -8.4% |
| 3M | +7.5% | -18.3% | +25.8% | +8.5% |
| 6M | +2.7% | +4.4% | -1.7% | +1.9% |
| YTD | +6.0% | -10.7% | +16.7% | +5.5% |
| 1Y | +7.8% | +14.0% | -6.2% | +4.9% |
| 3Y | +5.8% | +406.6% | -400.8% | -17.8% |
| All | -11.6% | -37.8% | +26.2% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling