+93.5%
AMCR vs NTRS
+518.1%
-424.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.9% |
| 7D | -6.3% | +1.4% | -7.6% | -6.6% |
| 30D | -7.8% | -0.7% | -7.1% | -7.7% |
| 3M | +7.5% | +11.3% | -3.8% | +4.0% |
| 6M | +2.7% | +35.5% | -32.8% | -6.3% |
| YTD | +6.0% | +40.6% | -34.6% | -4.5% |
| 1Y | +7.8% | +49.2% | -41.4% | -4.8% |
| 3Y | +5.8% | +167.2% | -161.4% | -22.7% |
| 5Y | -11.6% | +94.9% | -106.6% | -30.5% |
| 10Y | +14.6% | +259.5% | -244.8% | -17.9% |
| All | +93.5% | +518.1% | -424.6% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling