-9.2%
AMCR vs S
-71.0%
+61.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +4.9% | -0.9% |
| 7D | -4.5% | +4.1% | -8.5% | -4.7% |
| 30D | +4.9% | -7.2% | +12.0% | +5.2% |
| 3M | -4.6% | 0.0% | -4.5% | -5.0% |
| 6M | +15.2% | +41.6% | -26.4% | +11.5% |
| YTD | +9.7% | +48.6% | -38.9% | +5.4% |
| 1Y | +10.5% | +30.0% | -19.6% | +7.1% |
| 3Y | +13.8% | +42.2% | -28.3% | +7.5% |
| All | -9.2% | -71.0% | +61.8% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling