-9.1%
AMCR vs STLA
-74.2%
+65.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | +0.1% |
| 7D | -4.5% | -13.1% | +8.6% | -1.3% |
| 30D | +4.9% | -13.3% | +18.1% | +8.2% |
| 3M | -4.6% | -27.9% | +23.3% | +2.5% |
| 6M | +15.2% | -47.8% | +63.0% | +33.4% |
| YTD | +9.7% | -64.6% | +74.3% | +37.6% |
| 1Y | +10.5% | -64.0% | +74.5% | +37.5% |
| 3Y | +13.8% | -76.8% | +90.7% | +53.7% |
| 5Y | -9.1% | -74.2% | +65.0% | +12.4% |
| All | -9.1% | -74.2% | +65.0% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling