-10.2%
AMCR vs SPY
+79.8%
-90.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -5.0% | -2.0% | -3.0% | -3.6% |
| 30D | -8.0% | -1.7% | -6.3% | -6.9% |
| 3M | +14.3% | +4.7% | +9.5% | +10.5% |
| 6M | +5.3% | +12.5% | -7.2% | -3.0% |
| YTD | +7.7% | +11.7% | -4.0% | -0.4% |
| 1Y | +10.8% | +17.5% | -6.6% | -1.3% |
| 3Y | +9.6% | +76.6% | -67.0% | -29.5% |
| 5Y | -10.2% | +82.0% | -92.2% | -45.6% |
| All | -10.2% | +79.8% | -90.0% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling