+102.7%
AMCR vs SMTC
+553.4%
-450.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.8% | -2.8% |
| 7D | -1.8% | +22.9% | -24.8% | -4.0% |
| 30D | -6.0% | +16.6% | -22.7% | -8.0% |
| 3M | +18.9% | +2.4% | +16.5% | +17.0% |
| 6M | +5.7% | +98.3% | -92.6% | -4.4% |
| YTD | +11.1% | +120.7% | -109.6% | -1.1% |
| 1Y | +14.4% | +168.3% | -153.8% | -1.1% |
| 3Y | +13.0% | +571.7% | -558.7% | -19.9% |
| 5Y | -7.5% | +114.0% | -121.5% | -25.2% |
| 10Y | +20.1% | +497.0% | -476.9% | -10.9% |
| All | +102.7% | +553.4% | -450.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 2026-09-08: compounded portfolio wealth divided by compounded SMTC 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling