+9.6%
AMCR vs SM
-2.8%
+12.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -1.9% |
| 7D | -1.8% | -0.2% | -1.7% | -1.8% |
| 30D | -6.0% | +31.5% | -37.5% | -6.8% |
| 3M | +18.9% | +17.3% | +1.6% | +18.3% |
| 6M | +5.7% | +48.5% | -42.9% | +1.8% |
| YTD | +11.1% | +106.3% | -95.2% | +2.3% |
| 1Y | +12.7% | +47.3% | -34.6% | +7.6% |
| 3Y | +9.6% | -1.4% | +11.0% | +3.9% |
| All | +9.6% | -2.8% | +12.3% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling