+16.5%
AMCR vs STLA
+51.6%
-35.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -5.0% | -3.8% | -1.1% | -4.1% |
| 30D | -8.0% | -3.1% | -4.9% | -7.5% |
| 3M | +14.3% | -19.6% | +33.9% | +19.7% |
| 6M | +5.3% | -23.5% | +28.8% | +11.4% |
| YTD | +7.7% | -51.5% | +59.3% | +25.0% |
| 1Y | +10.8% | -39.7% | +50.5% | +20.9% |
| 3Y | +9.6% | -66.3% | +75.9% | +32.9% |
| 5Y | -10.2% | -63.1% | +53.0% | +3.9% |
| All | +16.5% | +51.6% | -35.2% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling