+106.4%
AMCR vs SPY
+636.5%
-530.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | +21.7% | +2.0% | +19.7% | +20.2% |
| 6M | +1.5% | +13.0% | -11.5% | -5.3% |
| YTD | +13.1% | +13.5% | -0.4% | +5.2% |
| 1Y | +16.5% | +20.0% | -3.5% | +4.8% |
| 3Y | +10.3% | +77.2% | -66.9% | -21.6% |
| 5Y | -7.7% | +81.9% | -89.5% | -35.7% |
| 10Y | +24.6% | +314.1% | -289.4% | -30.3% |
| All | +106.4% | +636.5% | -530.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2026-09-07: compounded portfolio wealth divided by compounded SPY 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 2026-09-07 analysis · Full analysis span regression · 6 months rolling