-11.6%
AMCR vs TRU
-35.6%
+24.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -6.3% | -2.7% | -3.5% | -5.7% |
| 30D | -7.8% | -2.0% | -5.8% | -7.5% |
| 3M | +7.5% | +18.4% | -10.9% | +3.3% |
| 6M | +2.7% | +8.9% | -6.2% | +0.3% |
| YTD | +6.0% | -8.9% | +15.0% | +6.9% |
| 1Y | +7.8% | -15.9% | +23.7% | +10.3% |
| 3Y | +5.8% | -1.1% | +6.9% | +2.0% |
| All | -11.6% | -35.6% | +24.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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