+7.8%
AMCR vs SGI
+55.1%
-47.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | -6.3% | +0.6% | -6.9% | -6.5% |
| 30D | -7.1% | +5.5% | -12.7% | -8.9% |
| 3M | +12.7% | -3.6% | +16.3% | +13.8% |
| 6M | +5.2% | -15.0% | +20.2% | +9.7% |
| YTD | +8.1% | -23.0% | +31.1% | +15.3% |
| 1Y | +11.7% | -18.4% | +30.1% | +16.9% |
| All | +7.8% | +55.1% | -47.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling