-10.2%
AMCR vs SMTC
+112.1%
-122.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -5.0% | +17.5% | -22.5% | -6.3% |
| 30D | -8.0% | +21.3% | -29.3% | -9.9% |
| 3M | +14.3% | +3.1% | +11.1% | +12.8% |
| 6M | +5.3% | +81.7% | -76.4% | -2.5% |
| YTD | +7.7% | +115.9% | -108.2% | -2.3% |
| 1Y | +10.8% | +157.8% | -147.0% | -1.8% |
| 3Y | +9.6% | +557.3% | -547.7% | -20.7% |
| 5Y | -10.2% | +114.7% | -124.9% | -24.2% |
| All | -10.2% | +112.1% | -122.3% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling