+11.4%
AMCR vs MTB
+23.4%
-12.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.3% | +1.7% | -5.0% | -4.1% |
| 30D | -5.4% | -4.2% | -1.3% | -3.6% |
| 3M | +20.0% | +8.9% | +11.1% | +15.4% |
| 6M | 0.0% | +10.9% | -10.8% | -5.7% |
| YTD | +11.5% | +21.5% | -10.0% | +4.3% |
| 1Y | +11.4% | +21.9% | -10.5% | +1.7% |
| All | +11.4% | +23.4% | -12.0% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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