+96.6%
AMCR vs VIG
+465.0%
-368.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | -6.0% | -2.1% | -3.9% | -4.6% |
| 3M | +18.9% | +3.3% | +15.6% | +16.4% |
| 6M | +5.7% | +9.3% | -3.6% | -0.3% |
| YTD | +11.1% | +10.1% | +0.9% | +4.3% |
| 1Y | +12.7% | +14.7% | -2.0% | +2.8% |
| 3Y | +9.6% | +56.9% | -47.4% | -19.1% |
| 5Y | -10.3% | +62.9% | -73.3% | -35.2% |
| 10Y | +16.5% | +241.3% | -224.8% | -29.9% |
| All | +96.6% | +465.0% | -368.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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