+106.4%
AMCR vs STLA
+260.0%
-153.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -1.9% | +2.6% | -4.4% | -2.3% |
| 30D | -4.1% | -1.2% | -2.8% | -4.0% |
| 3M | +21.7% | -24.8% | +46.4% | +27.2% |
| 6M | +1.5% | -25.6% | +27.1% | +6.2% |
| YTD | +13.1% | -48.9% | +62.1% | +24.8% |
| 1Y | +16.5% | -38.8% | +55.3% | +24.0% |
| 3Y | +10.3% | -64.5% | +74.8% | +25.6% |
| 5Y | -7.7% | -62.4% | +54.8% | +2.4% |
| 10Y | +24.6% | +55.4% | -30.8% | +22.8% |
| All | +106.4% | +260.0% | -153.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded STLA 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling