+7.8%
AMCR vs STLA
-66.8%
+74.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -7.1% | -5.2% | -1.9% | -6.3% |
| 3M | +12.7% | -24.9% | +37.5% | +18.6% |
| 6M | +5.2% | -25.2% | +30.3% | +10.8% |
| YTD | +8.1% | -51.4% | +59.5% | +21.6% |
| 1Y | +11.7% | -40.7% | +52.4% | +19.9% |
| All | +7.8% | -66.8% | +74.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling