-8.7%
AMCR vs S
-71.9%
+63.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | +12.7% | +27.6% | -14.9% | +10.5% |
| 6M | +5.2% | +35.5% | -30.3% | +2.3% |
| YTD | +8.1% | +29.6% | -21.5% | +5.3% |
| 1Y | +11.7% | +8.1% | +3.6% | +10.1% |
| 3Y | +9.9% | +14.8% | -4.8% | +5.9% |
| 5Y | -8.7% | -70.6% | +61.9% | -9.9% |
| All | -8.7% | -71.9% | +63.2% | -9.9% |
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