+100.3%
AMCR vs SM
-41.6%
+141.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.4% | +9.4% | -11.8% | -2.8% |
| 30D | +3.6% | -14.4% | +18.0% | +4.2% |
| 3M | -4.2% | +1.6% | -5.8% | -4.5% |
| 6M | +15.5% | +6.3% | +9.2% | +14.6% |
| YTD | +9.7% | +78.8% | -69.0% | +5.5% |
| 1Y | +8.3% | +83.1% | -74.8% | +4.0% |
| 3Y | +15.4% | -5.9% | +21.3% | +13.4% |
| 5Y | -9.1% | +4.8% | -13.9% | -12.1% |
| 10Y | +18.6% | +17.5% | +1.1% | -2.7% |
| All | +100.3% | -41.6% | +141.8% | +63.3% |
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