-2.7%
AMCR vs S
-56.9%
+54.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -8.0% | -11.8% | +3.8% | -7.4% |
| 3M | +14.3% | +33.9% | -19.7% | +11.8% |
| 6M | +5.3% | +40.1% | -34.8% | +2.4% |
| YTD | +7.7% | +32.1% | -24.3% | +5.0% |
| 1Y | +10.8% | +11.0% | -0.2% | +9.1% |
| 3Y | +9.6% | +16.9% | -7.4% | +5.8% |
| 5Y | -10.2% | -68.9% | +58.7% | -12.2% |
| All | -2.7% | -56.9% | +54.2% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling