-11.6%
AMCR vs SPYG
+85.2%
-96.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -6.3% | -0.9% | -5.4% | -5.9% |
| 30D | -7.8% | -1.5% | -6.3% | -7.2% |
| 3M | +7.5% | +3.7% | +3.8% | +5.5% |
| 6M | +2.7% | +16.4% | -13.7% | -4.4% |
| YTD | +6.0% | +13.3% | -7.3% | -0.3% |
| 1Y | +7.8% | +17.9% | -10.1% | -0.7% |
| 3Y | +5.8% | +98.3% | -92.6% | -27.5% |
| All | -11.6% | +85.2% | -96.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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