+93.5%
AMCR vs SCHG
+878.2%
-784.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.9% |
| 7D | -6.3% | -1.0% | -5.2% | -5.9% |
| 30D | -7.8% | -1.3% | -6.5% | -7.3% |
| 3M | +7.5% | +5.4% | +2.1% | +5.1% |
| 6M | +2.7% | +14.4% | -11.7% | -2.9% |
| YTD | +6.0% | +8.0% | -2.0% | +2.5% |
| 1Y | +7.8% | +12.7% | -4.9% | +2.2% |
| 3Y | +5.8% | +85.6% | -79.8% | -20.4% |
| 5Y | -11.6% | +85.5% | -97.1% | -34.9% |
| 10Y | +14.6% | +456.0% | -441.4% | -33.4% |
| All | +93.5% | +878.2% | -784.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 all: compounded portfolio wealth divided by compounded SCHG 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…
all analysis · Full analysis span regression · 6 months rolling