+97.2%
AMCR vs TD
+418.8%
-321.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | -6.3% | -1.9% | -4.4% | -5.5% |
| 30D | -7.1% | -1.6% | -5.5% | -6.6% |
| 3M | +12.7% | +4.6% | +8.1% | +10.3% |
| 6M | +5.2% | +26.8% | -21.7% | -4.9% |
| YTD | +8.1% | +28.3% | -20.3% | -2.9% |
| 1Y | +11.7% | +60.4% | -48.7% | -8.6% |
| 3Y | +9.9% | +125.7% | -115.8% | -22.8% |
| 5Y | -8.7% | +122.4% | -131.0% | -35.6% |
| 10Y | +16.8% | +297.1% | -280.3% | -30.6% |
| All | +97.2% | +418.8% | -321.6% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling