+18.6%
AMCR vs TMF
-82.1%
+100.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -2.4% | -9.3% | +6.9% | -2.4% |
| 30D | +3.6% | +1.9% | +1.7% | +3.6% |
| 3M | -4.2% | -11.2% | +7.0% | -4.3% |
| 6M | +15.5% | -17.7% | +33.2% | +15.3% |
| YTD | +9.7% | -24.5% | +34.2% | +9.4% |
| 1Y | +8.3% | -29.4% | +37.7% | +7.8% |
| 3Y | +15.4% | -33.4% | +48.8% | +15.4% |
| 5Y | -9.1% | -88.7% | +79.6% | -21.7% |
| All | +18.6% | -82.1% | +100.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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