+13.0%
AMCR vs TD
+64.8%
-51.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -4.1% | +0.4% | -4.5% | -4.5% |
| 3M | +21.7% | +7.6% | +14.0% | +15.6% |
| 6M | +1.5% | +25.0% | -23.5% | -12.4% |
| YTD | +13.1% | +31.0% | -17.9% | -3.0% |
| 1Y | +13.0% | +65.2% | -52.2% | -7.5% |
| All | +13.0% | +64.8% | -51.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling