+100.2%
AMCR vs SPY
+636.5%
-536.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | +20.0% | -7.0% | +1.6% |
| 3Y | +6.9% | +77.2% | -70.3% | -23.9% |
| 5Y | -10.5% | +81.9% | -92.3% | -37.6% |
| 10Y | +20.9% | +314.1% | -293.2% | -32.4% |
| All | +100.2% | +636.5% | -536.3% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling