+100.3%
AMCR vs M
+16.5%
+83.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -2.4% | +7.0% | -9.4% | -3.3% |
| 30D | +3.6% | +8.9% | -5.3% | +2.4% |
| 3M | -4.2% | +4.5% | -8.7% | -4.9% |
| 6M | +15.5% | +36.2% | -20.7% | +10.5% |
| YTD | +9.7% | +15.1% | -5.4% | +7.0% |
| 1Y | +8.3% | +27.4% | -19.1% | +4.1% |
| 3Y | +15.4% | +160.1% | -144.8% | -2.3% |
| 5Y | -9.1% | -1.6% | -7.5% | -15.5% |
| 10Y | +18.6% | -7.7% | +26.3% | -13.8% |
| All | +100.3% | +16.5% | +83.8% | +45.5% |
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