-11.6%
AMCR vs STLA
-62.8%
+51.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.1% |
| 7D | -6.3% | -2.9% | -3.4% | -5.6% |
| 30D | -7.8% | +0.9% | -8.7% | -8.2% |
| 3M | +7.5% | -21.6% | +29.2% | +13.6% |
| 6M | +2.7% | -21.6% | +24.3% | +8.4% |
| YTD | +6.0% | -50.4% | +56.4% | +23.3% |
| 1Y | +7.8% | -43.6% | +51.4% | +20.0% |
| 3Y | +5.8% | -66.4% | +72.2% | +30.4% |
| All | -11.6% | -62.8% | +51.2% | +0.2% |
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