-9.2%
AMCR vs SFM
+116.0%
-125.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -2.4% | +6.0% | -8.4% | -3.0% |
| 30D | +3.6% | -19.5% | +23.1% | +5.4% |
| 3M | -4.2% | -37.0% | +32.8% | 0.0% |
| 6M | +15.5% | -41.0% | +56.5% | +21.2% |
| YTD | +9.7% | -34.6% | +44.4% | +13.2% |
| 1Y | +8.3% | -36.3% | +44.6% | +12.0% |
| 3Y | +15.4% | +24.5% | -9.2% | +3.5% |
| All | -9.2% | +116.0% | -125.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling