+97.2%
AMCR vs SPYG
+817.7%
-720.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -7.1% | -1.7% | -5.4% | -6.5% |
| 3M | +12.7% | +3.6% | +9.0% | +10.7% |
| 6M | +5.2% | +16.6% | -11.4% | -1.9% |
| YTD | +8.1% | +13.4% | -5.3% | +1.8% |
| 1Y | +11.7% | +19.6% | -7.9% | +2.6% |
| 3Y | +9.9% | +99.8% | -89.9% | -21.9% |
| 5Y | -8.7% | +85.0% | -93.6% | -33.9% |
| 10Y | +16.8% | +422.1% | -405.3% | -33.2% |
| All | +97.2% | +817.7% | -720.4% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling