+4.6%
AMCR vs S
+13.6%
-9.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -6.3% | -1.2% | -5.1% | -6.2% |
| 30D | -7.1% | -12.6% | +5.4% | -6.3% |
| 3M | +12.7% | +27.6% | -14.9% | +10.2% |
| 6M | +5.2% | +35.5% | -30.3% | +1.8% |
| YTD | +8.1% | +29.6% | -21.5% | +4.8% |
| 1Y | +10.0% | +8.1% | +1.9% | +8.2% |
| All | +4.6% | +13.6% | -9.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling