+58.0%
AMCR vs USFR
+27.6%
+30.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.3% | +0.1% | -6.3% | -6.3% |
| 30D | -7.1% | +0.3% | -7.4% | -7.0% |
| 3M | +12.7% | +1.0% | +11.7% | +13.1% |
| 6M | +5.2% | +1.9% | +3.2% | +6.0% |
| YTD | +8.1% | +2.7% | +5.4% | +9.2% |
| 1Y | +10.0% | +4.0% | +6.1% | +11.7% |
| 3Y | +6.6% | +14.0% | -7.4% | +12.3% |
| 5Y | -11.4% | +20.4% | -31.8% | -4.8% |
| 10Y | +13.3% | +28.0% | -14.7% | +25.8% |
| All | +58.0% | +27.6% | +30.4% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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