+106.4%
AMCR vs VO
+425.1%
-318.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -4.1% | -0.3% | -3.7% | -3.9% |
| 3M | +21.7% | +2.9% | +18.7% | +19.6% |
| 6M | +1.5% | +9.3% | -7.9% | -3.5% |
| YTD | +13.1% | +14.2% | -1.1% | +5.0% |
| 1Y | +16.5% | +15.3% | +1.3% | +7.4% |
| 3Y | +10.3% | +56.2% | -46.0% | -14.6% |
| 5Y | -7.7% | +42.4% | -50.1% | -25.5% |
| 10Y | +24.6% | +194.7% | -170.1% | -21.5% |
| All | +106.4% | +425.1% | -318.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded VO 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling