+14.6%
AMCR vs SPY
+322.5%
-307.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.2% |
| 7D | -6.3% | -0.8% | -5.5% | -5.7% |
| 30D | -7.8% | -1.1% | -6.7% | -7.1% |
| 3M | +7.5% | +3.9% | +3.7% | +4.5% |
| 6M | +2.7% | +13.6% | -10.9% | -6.3% |
| YTD | +6.0% | +12.7% | -6.6% | -2.7% |
| 1Y | +7.8% | +17.5% | -9.7% | -4.3% |
| 3Y | +5.8% | +76.9% | -71.1% | -31.9% |
| 5Y | -11.6% | +83.6% | -95.2% | -45.1% |
| All | +14.6% | +322.5% | -307.8% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling