+18.6%
AMCR vs STLA
-4.1%
+22.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.4% | -13.8% | +11.4% | +1.0% |
| 30D | +3.6% | -10.5% | +14.1% | +6.1% |
| 3M | -4.2% | -28.9% | +24.7% | +3.0% |
| 6M | +15.5% | -49.7% | +65.3% | +34.5% |
| YTD | +9.7% | -64.9% | +74.7% | +37.1% |
| 1Y | +8.3% | -64.0% | +72.3% | +34.1% |
| 3Y | +15.4% | -77.4% | +92.8% | +54.4% |
| 5Y | -9.1% | -74.4% | +65.3% | +14.4% |
| All | +18.6% | -4.1% | +22.7% | +15.0% |
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