+97.2%
AMCR vs MTB
+323.9%
-226.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -6.3% | +1.1% | -7.3% | -6.6% |
| 30D | -7.1% | -4.6% | -2.5% | -5.9% |
| 3M | +12.7% | +6.3% | +6.4% | +10.7% |
| 6M | +5.2% | +15.6% | -10.4% | +1.0% |
| YTD | +8.1% | +20.6% | -12.5% | +2.5% |
| 1Y | +11.7% | +22.5% | -10.8% | +5.3% |
| 3Y | +9.9% | +114.4% | -104.5% | -12.5% |
| 5Y | -8.7% | +101.9% | -110.5% | -27.1% |
| 10Y | +16.8% | +170.4% | -153.6% | -13.8% |
| All | +97.2% | +323.9% | -226.7% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling