+9.6%
AMCR vs M
+120.4%
-110.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -1.8% | +2.4% | -4.2% | -2.2% |
| 30D | -6.0% | -11.6% | +5.6% | -4.4% |
| 3M | +18.9% | +1.6% | +17.3% | +18.6% |
| 6M | +5.7% | +25.2% | -19.6% | +2.4% |
| YTD | +11.1% | +3.8% | +7.3% | +10.0% |
| 1Y | +12.7% | +36.3% | -23.6% | +7.7% |
| 3Y | +9.6% | +116.3% | -106.8% | -10.6% |
| All | +9.6% | +120.4% | -110.9% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling