+14.6%
AMCR vs SMTC
+548.2%
-533.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.2% |
| 7D | -6.3% | +13.1% | -19.4% | -7.7% |
| 30D | -7.8% | +19.5% | -27.3% | -10.3% |
| 3M | +7.5% | +2.2% | +5.3% | +5.5% |
| 6M | +2.7% | +94.9% | -92.2% | -8.6% |
| YTD | +6.0% | +127.0% | -120.9% | -8.0% |
| 1Y | +7.8% | +174.6% | -166.8% | -9.7% |
| 3Y | +5.8% | +615.9% | -610.1% | -31.6% |
| 5Y | -11.6% | +125.6% | -137.2% | -31.0% |
| All | +14.6% | +548.2% | -533.6% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling