-10.3%
AMCR vs TMF
-87.6%
+77.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.8% | +1.0% | -2.8% | -1.9% |
| 30D | -6.0% | -1.8% | -4.2% | -5.9% |
| 3M | +18.9% | -8.2% | +27.2% | +19.7% |
| 6M | +5.7% | -19.5% | +25.1% | +7.3% |
| YTD | +11.1% | -16.0% | +27.1% | +12.5% |
| 1Y | +12.7% | -22.5% | +35.2% | +14.7% |
| 3Y | +9.6% | -42.3% | +51.9% | +11.7% |
| 5Y | -10.3% | -87.7% | +77.4% | -13.3% |
| All | -10.3% | -87.6% | +77.3% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling