+93.5%
AMCR vs TDY
+891.4%
-797.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | -6.3% | -1.1% | -5.1% | -5.9% |
| 30D | -7.8% | -12.0% | +4.2% | -4.2% |
| 3M | +7.5% | -3.2% | +10.7% | +8.4% |
| 6M | +2.7% | -7.9% | +10.6% | +5.1% |
| YTD | +6.0% | +18.2% | -12.2% | +0.7% |
| 1Y | +7.8% | +6.7% | +1.1% | +5.3% |
| 3Y | +5.8% | +47.5% | -41.8% | -6.8% |
| 5Y | -11.6% | +39.5% | -51.1% | -21.6% |
| 10Y | +14.6% | +477.2% | -462.6% | -5.2% |
| All | +93.5% | +891.4% | -797.9% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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