+2.2%
AMCR vs S
-56.8%
+58.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.9% | -7.7% | +5.8% | -1.4% |
| 30D | -4.1% | -5.3% | +1.2% | -3.9% |
| 3M | +21.7% | +20.3% | +1.4% | +19.9% |
| 6M | +1.5% | +47.4% | -45.9% | -1.7% |
| YTD | +13.1% | +32.5% | -19.4% | +10.3% |
| 1Y | +16.5% | +9.5% | +7.0% | +14.8% |
| 3Y | +10.3% | +15.5% | -5.3% | +6.5% |
| 5Y | -7.7% | -71.2% | +63.5% | -10.0% |
| All | +2.2% | -56.8% | +58.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded S 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling