+13.0%
AMCR vs SNY
+2.0%
+10.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.9% | -1.3% | -0.6% | -1.3% |
| 30D | -4.1% | +3.4% | -7.5% | -5.4% |
| 3M | +21.7% | -0.3% | +22.0% | +21.6% |
| 6M | +1.5% | +1.0% | +0.5% | +1.2% |
| YTD | +13.1% | -3.6% | +16.8% | +14.0% |
| 1Y | +13.0% | +3.0% | +10.0% | +13.1% |
| All | +13.0% | +2.0% | +10.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling