+4.9%
AMCR vs TLN
+583.6%
-578.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.3% |
| 7D | -1.9% | +7.1% | -8.9% | -2.1% |
| 30D | -4.1% | -3.9% | -0.2% | -4.0% |
| 3M | +21.7% | -16.2% | +37.8% | +22.2% |
| 6M | +1.5% | -5.8% | +7.3% | +1.4% |
| YTD | +13.1% | -15.4% | +28.6% | +13.5% |
| 1Y | +13.0% | -16.7% | +29.7% | +13.2% |
| 3Y | +6.9% | +473.8% | -466.8% | -2.5% |
| All | +4.9% | +583.6% | -578.7% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling