+100.2%
AMCR vs VO
+425.1%
-324.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | +15.3% | -2.3% | +4.2% |
| 3Y | +6.9% | +56.2% | -49.3% | -17.2% |
| 5Y | -10.5% | +42.4% | -52.9% | -27.7% |
| 10Y | +20.9% | +194.7% | -173.9% | -23.8% |
| All | +100.2% | +425.1% | -324.9% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling