+93.5%
AMCR vs MKTX
+493.0%
-399.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 6M | +2.7% | -8.0% | +10.7% | +3.3% |
| YTD | +6.0% | -8.7% | +14.8% | +6.8% |
| 1Y | +7.8% | -11.8% | +19.6% | +8.9% |
| 3Y | +5.8% | -24.0% | +29.8% | +7.6% |
| 5Y | -11.6% | -60.3% | +48.7% | -3.4% |
| 10Y | +14.6% | +5.0% | +9.7% | +18.4% |
| All | +93.5% | +493.0% | -399.5% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling