-11.6%
AMCR vs NTRS
+93.2%
-104.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.0% |
| 7D | -6.3% | +1.4% | -7.6% | -6.7% |
| 30D | -7.8% | -0.7% | -7.1% | -7.7% |
| 3M | +7.5% | +11.3% | -3.8% | +3.3% |
| 6M | +2.7% | +35.5% | -32.8% | -8.1% |
| YTD | +6.0% | +40.6% | -34.6% | -6.7% |
| 1Y | +7.8% | +49.2% | -41.4% | -7.4% |
| 3Y | +5.8% | +167.2% | -161.4% | -29.2% |
| All | -11.6% | +93.2% | -104.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling