+30.7%
AMCR vs MKTX
+5.4%
+25.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +6.2% | +0.5% | +5.7% | +6.2% |
| 30D | +16.0% | +1.0% | +15.1% | +16.1% |
| 3M | +4.4% | +2.5% | +1.9% | +4.4% |
| 6M | +35.5% | +8.0% | +27.5% | +36.0% |
| YTD | +21.5% | -7.3% | +28.8% | +23.9% |
| 1Y | +30.7% | +4.7% | +26.1% | +33.1% |
| All | +30.7% | +5.4% | +25.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling