+14.6%
AMCR vs M
-3.0%
+17.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.3% | -2.7% |
| 7D | -6.3% | -4.2% | -2.1% | -5.7% |
| 30D | -7.8% | -7.2% | -0.6% | -6.8% |
| 3M | +7.5% | -11.1% | +18.7% | +9.3% |
| 6M | +2.7% | +28.8% | -26.1% | -1.5% |
| YTD | +6.0% | +2.0% | +4.0% | +5.0% |
| 1Y | +7.8% | +31.3% | -23.5% | +2.5% |
| 3Y | +5.8% | +119.1% | -113.3% | -10.4% |
| 5Y | -11.6% | +29.7% | -41.3% | -22.4% |
| All | +14.6% | -3.0% | +17.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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