+103.0%
AMCR vs M
+17.2%
+85.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -8.5% | -3.3% | -5.2% | -8.1% |
| 30D | +6.8% | +8.1% | -1.3% | +5.6% |
| 3M | -5.0% | +2.2% | -7.2% | -5.4% |
| 6M | +13.9% | +35.1% | -21.2% | +9.0% |
| YTD | +11.2% | +15.8% | -4.6% | +8.4% |
| 1Y | +11.3% | +25.8% | -14.5% | +7.2% |
| 3Y | +15.4% | +156.2% | -140.9% | -2.1% |
| 5Y | -7.7% | -2.4% | -5.4% | -14.2% |
| 10Y | +20.2% | -7.1% | +27.4% | -12.7% |
| All | +103.0% | +17.2% | +85.8% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling