-11.6%
AMCR vs TD
+125.7%
-137.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -6.3% | -0.5% | -5.7% | -6.0% |
| 30D | -7.8% | -1.9% | -5.9% | -7.1% |
| 3M | +7.5% | +4.8% | +2.8% | +4.7% |
| 6M | +2.7% | +28.0% | -25.3% | -9.5% |
| YTD | +6.0% | +30.3% | -24.3% | -7.5% |
| 1Y | +7.8% | +59.8% | -52.0% | -15.1% |
| 3Y | +5.8% | +124.7% | -118.9% | -31.0% |
| All | -11.6% | +125.7% | -137.3% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling