+3.0%
AMCR vs TLN
+571.8%
-568.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -5.0% | +2.0% | -6.9% | -5.0% |
| 30D | -8.0% | -12.9% | +5.0% | -7.5% |
| 3M | +14.3% | -7.4% | +21.7% | +14.2% |
| 6M | +5.3% | -6.0% | +11.4% | +5.3% |
| YTD | +7.7% | -16.9% | +24.6% | +8.1% |
| 1Y | +10.8% | -22.6% | +33.5% | +11.3% |
| 3Y | +9.6% | +469.0% | -459.4% | 0.0% |
| All | +3.0% | +571.8% | -568.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling