-10.2%
AMCR vs M
+13.6%
-23.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.4% |
| 7D | -5.0% | -8.8% | +3.8% | -3.7% |
| 30D | -8.0% | -16.4% | +8.4% | -5.5% |
| 3M | +14.3% | -10.8% | +25.1% | +16.1% |
| 6M | +5.3% | +16.1% | -10.8% | +2.9% |
| YTD | +7.7% | -5.3% | +13.0% | +8.0% |
| 1Y | +10.8% | +24.9% | -14.0% | +6.6% |
| 3Y | +9.6% | +97.5% | -88.0% | -5.8% |
| 5Y | -10.2% | +20.4% | -30.6% | -16.9% |
| All | -10.2% | +13.6% | -23.8% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling