+100.2%
AMCR vs SM
-34.9%
+135.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -4.1% | +26.3% | -30.4% | -5.2% |
| 3M | +21.7% | +8.7% | +13.0% | +20.9% |
| 6M | +1.5% | +51.7% | -50.2% | -1.2% |
| YTD | +13.1% | +99.0% | -85.9% | +8.5% |
| 1Y | +13.0% | +34.6% | -21.6% | +10.4% |
| 3Y | +6.9% | -7.8% | +14.7% | +5.4% |
| 5Y | -10.5% | +104.8% | -115.2% | -15.7% |
| 10Y | +20.9% | +7.2% | +13.6% | -1.2% |
| All | +100.2% | -34.9% | +135.1% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling