-7.6%
AMCR vs SUNB
+1.6%
-9.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.9% | -8.6% | -3.8% |
| 7D | -6.3% | +9.4% | -15.7% | -8.0% |
| 30D | -7.1% | -6.9% | -0.2% | -5.9% |
| 3M | +12.7% | -11.3% | +24.0% | +15.4% |
| 6M | +5.2% | -1.8% | +6.9% | +0.3% |
| All | -7.6% | +1.6% | -9.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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