+96.6%
AMCR vs SGI
+478.2%
-381.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.8% | +9.3% | -11.1% | -3.2% |
| 30D | -6.0% | +6.9% | -12.9% | -7.1% |
| 3M | +18.9% | +2.8% | +16.1% | +18.3% |
| 6M | +5.7% | -12.6% | +18.3% | +7.7% |
| YTD | +11.1% | -21.5% | +32.6% | +14.8% |
| 1Y | +12.7% | -18.8% | +31.5% | +15.7% |
| 3Y | +9.6% | +60.8% | -51.3% | +1.3% |
| 5Y | -10.3% | +60.0% | -70.3% | -19.0% |
| 10Y | +16.5% | +267.8% | -251.4% | -11.1% |
| All | +96.6% | +478.2% | -381.6% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling