-8.7%
AMCR vs SM
+119.2%
-127.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -7.1% | +20.3% | -27.4% | -8.4% |
| 3M | +12.7% | +22.9% | -10.3% | +10.6% |
| 6M | +5.2% | +47.8% | -42.7% | +0.3% |
| YTD | +8.1% | +107.5% | -99.4% | -1.1% |
| 1Y | +11.7% | +51.7% | -40.0% | +5.5% |
| 3Y | +9.9% | -0.9% | +10.8% | +6.0% |
| 5Y | -8.7% | +112.2% | -120.9% | -20.6% |
| All | -8.7% | +119.2% | -127.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling