+3.3%
AMCR vs TLN
+589.3%
-586.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.7% |
| 7D | -6.3% | +5.8% | -12.1% | -6.5% |
| 30D | -7.1% | -6.9% | -0.3% | -6.9% |
| 3M | +12.7% | -10.9% | +23.6% | +12.9% |
| 6M | +5.2% | -4.6% | +9.8% | +5.0% |
| YTD | +8.1% | -14.7% | +22.8% | +8.3% |
| 1Y | +11.7% | -17.9% | +29.6% | +12.0% |
| 3Y | +9.9% | +483.9% | -474.0% | +0.2% |
| All | +3.3% | +589.3% | -586.0% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling