+37.3%
AMCR vs TRU
+226.0%
-188.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.5% |
| 7D | -6.3% | -6.5% | +0.2% | -4.8% |
| 30D | -7.1% | -2.5% | -4.6% | -6.7% |
| 3M | +12.7% | +10.4% | +2.3% | +9.8% |
| 6M | +5.2% | +1.6% | +3.5% | +4.2% |
| YTD | +8.1% | -9.7% | +17.8% | +9.3% |
| 1Y | +11.7% | -17.3% | +29.0% | +14.9% |
| 3Y | +9.9% | -1.8% | +11.7% | +4.7% |
| 5Y | -8.7% | -36.2% | +27.6% | -5.3% |
| 10Y | +16.8% | +143.2% | -126.4% | +7.9% |
| All | +37.3% | +226.0% | -188.8% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling