+11.4%
AMCR vs TW
-15.9%
+27.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.5% |
| 7D | -3.3% | -2.3% | -0.9% | -3.4% |
| 30D | -5.4% | +3.9% | -9.4% | -5.1% |
| 3M | +20.0% | +5.7% | +14.2% | +20.8% |
| 6M | 0.0% | -14.5% | +14.6% | -1.1% |
| YTD | +11.5% | -0.9% | +12.4% | +11.8% |
| 1Y | +11.4% | -13.5% | +24.9% | +13.5% |
| All | +11.4% | -15.9% | +27.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling