+60.6%
AMCR vs SFM
+132.6%
-72.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -4.1% | -4.4% | +0.3% | -3.8% |
| 3M | +21.7% | +1.5% | +20.2% | +21.2% |
| 6M | +1.5% | +6.5% | -5.0% | +0.4% |
| YTD | +13.1% | +2.2% | +11.0% | +12.2% |
| 1Y | +13.0% | -41.9% | +54.9% | +17.4% |
| 3Y | +6.9% | +106.8% | -99.8% | -1.7% |
| 5Y | -10.5% | +231.6% | -242.0% | -21.4% |
| 10Y | +20.9% | +258.4% | -237.6% | +3.3% |
| All | +60.6% | +132.6% | -72.0% | +33.5% |
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