+109.1%
AMCR vs SM
-57.9%
+167.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -4.8% | +7.3% | -12.0% | -5.1% |
| 30D | +8.0% | +23.7% | -15.7% | +6.7% |
| 3M | +13.0% | +20.5% | -7.5% | +11.8% |
| 6M | +18.0% | -11.6% | +29.6% | +18.5% |
| YTD | +14.6% | +28.8% | -14.2% | +13.0% |
| 1Y | -1.3% | -16.8% | +15.4% | -1.1% |
| 3Y | -1.5% | -18.9% | +17.3% | -1.8% |
| 5Y | +4.4% | +67.3% | -62.8% | -0.5% |
| 10Y | +69.9% | +105.5% | -35.5% | +44.0% |
| All | +109.1% | -57.9% | +167.0% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SM 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling