+96.6%
AMCR vs WU
-16.8%
+113.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | -6.0% | -1.1% | -4.9% | -5.9% |
| 3M | +18.9% | -1.8% | +20.7% | +18.6% |
| 6M | +5.7% | -23.9% | +29.6% | +10.6% |
| YTD | +11.1% | -20.4% | +31.5% | +15.1% |
| 1Y | +12.7% | -10.6% | +23.3% | +13.8% |
| 3Y | +9.6% | -27.7% | +37.3% | +14.3% |
| 5Y | -10.3% | -51.1% | +40.8% | -1.4% |
| 10Y | +16.5% | -40.7% | +57.2% | +28.4% |
| All | +96.6% | -16.8% | +113.4% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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