+60.6%
AMCR vs SFM
+48.8%
+11.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -2.4% | +6.0% | -8.4% | -2.9% |
| 30D | +3.6% | -19.5% | +23.1% | +5.1% |
| 3M | -4.2% | -37.0% | +32.8% | -0.9% |
| 6M | +15.5% | -41.0% | +56.5% | +19.9% |
| YTD | +9.7% | -34.6% | +44.4% | +12.5% |
| 1Y | +8.3% | -36.3% | +44.6% | +11.3% |
| 3Y | +15.4% | +24.5% | -9.2% | +10.2% |
| 5Y | -9.1% | +115.9% | -125.0% | -17.6% |
| 10Y | +18.6% | +139.5% | -120.9% | +4.8% |
| All | +60.6% | +48.8% | +11.9% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling