+16.5%
AMCR vs SFM
+268.6%
-252.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -5.0% | -8.8% | +3.8% | -4.0% |
| 30D | -8.0% | -14.5% | +6.5% | -6.5% |
| 3M | +14.3% | -16.8% | +31.1% | +16.3% |
| 6M | +5.3% | -5.3% | +10.7% | +5.2% |
| YTD | +7.7% | -9.4% | +17.1% | +8.0% |
| 1Y | +10.8% | -46.2% | +57.0% | +17.6% |
| 3Y | +9.6% | +81.3% | -71.7% | -1.9% |
| 5Y | -10.2% | +211.9% | -222.1% | -25.8% |
| All | +16.5% | +268.6% | -252.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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