+14.6%
AMCR vs MKTX
+5.0%
+9.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.3% | -0.2% | -6.0% | -6.2% |
| 30D | -7.8% | +0.7% | -8.5% | -7.9% |
| 3M | +7.5% | +40.8% | -33.3% | +0.5% |
| 6M | +2.7% | -8.0% | +10.7% | +3.6% |
| YTD | +6.0% | -8.7% | +14.8% | +7.1% |
| 1Y | +7.8% | -11.8% | +19.6% | +9.4% |
| 3Y | +5.8% | -24.0% | +29.8% | +8.0% |
| 5Y | -11.6% | -60.3% | +48.7% | +0.2% |
| All | +14.6% | +5.0% | +9.6% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling