+20.4%
AMCR vs SITM
+4,789.7%
-4,769.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.0% |
| 7D | -6.3% | +3.9% | -10.1% | -6.6% |
| 30D | -7.8% | -6.6% | -1.2% | -7.5% |
| 3M | +7.5% | -11.9% | +19.4% | +7.5% |
| 6M | +2.7% | +81.1% | -78.4% | -4.6% |
| YTD | +6.0% | +80.0% | -73.9% | -2.1% |
| 1Y | +7.8% | +145.8% | -138.1% | -4.1% |
| 3Y | +5.8% | +475.9% | -470.1% | -18.2% |
| 5Y | -11.6% | +189.2% | -200.8% | -31.4% |
| All | +20.4% | +4,789.7% | -4,769.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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