+102.7%
AMCR vs TECH
+372.5%
-269.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -6.0% | +0.1% | -6.2% | -6.0% |
| 3M | +18.9% | +37.5% | -18.6% | +11.5% |
| 6M | +5.7% | +34.6% | -28.9% | -1.5% |
| YTD | +11.1% | +23.5% | -12.4% | +5.2% |
| 1Y | +14.4% | +34.4% | -19.9% | +6.1% |
| 3Y | +13.0% | +2.3% | +10.7% | +8.1% |
| 5Y | -7.5% | -41.7% | +34.2% | -5.3% |
| 10Y | +20.1% | +177.6% | -157.5% | +9.6% |
| All | +102.7% | +372.5% | -269.7% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TECH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling