+93.5%
AMCR vs SNY
+114.0%
-20.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -6.3% | -3.3% | -2.9% | -5.6% |
| 30D | -7.8% | -2.2% | -5.7% | -7.4% |
| 3M | +7.5% | -3.0% | +10.6% | +8.2% |
| 6M | +2.7% | +2.7% | 0.0% | +2.2% |
| YTD | +6.0% | -6.8% | +12.9% | +7.4% |
| 1Y | +7.8% | -5.3% | +13.0% | +8.8% |
| 3Y | +5.8% | -9.8% | +15.6% | +6.6% |
| 5Y | -11.6% | +9.7% | -21.3% | -14.5% |
| 10Y | +14.6% | +64.5% | -49.9% | +8.1% |
| All | +93.5% | +114.0% | -20.5% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling