+100.2%
AMCR vs STLA
+260.0%
-159.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -1.9% | +2.6% | -4.4% | -2.3% |
| 30D | -4.1% | -1.2% | -2.8% | -4.0% |
| 3M | +21.7% | -24.8% | +46.4% | +27.2% |
| 6M | +1.5% | -25.6% | +27.1% | +6.2% |
| YTD | +13.1% | -48.9% | +62.1% | +24.8% |
| 1Y | +13.0% | -38.8% | +51.8% | +20.2% |
| 3Y | +6.9% | -64.5% | +71.5% | +21.7% |
| 5Y | -10.5% | -62.4% | +52.0% | -0.7% |
| 10Y | +20.9% | +55.4% | -34.5% | +19.1% |
| All | +100.2% | +260.0% | -159.8% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling