-8.7%
AMCR vs SFM
+217.9%
-226.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.3% |
| 7D | -6.3% | -7.2% | +0.9% | -5.5% |
| 30D | -7.1% | -14.3% | +7.2% | -5.6% |
| 3M | +12.7% | -13.7% | +26.4% | +14.2% |
| 6M | +5.2% | -6.0% | +11.2% | +5.1% |
| YTD | +8.1% | -8.2% | +16.3% | +8.1% |
| 1Y | +11.7% | -46.2% | +58.0% | +19.2% |
| 3Y | +9.9% | +83.6% | -73.6% | -4.7% |
| 5Y | -8.7% | +212.7% | -221.4% | -26.9% |
| All | -8.7% | +217.9% | -226.5% | -26.9% |
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