+102.7%
AMCR vs XME
+230.5%
-127.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -1.8% | +3.6% | -5.5% | -2.7% |
| 30D | -6.0% | +3.6% | -9.7% | -7.0% |
| 3M | +18.9% | +1.2% | +17.7% | +18.1% |
| 6M | +5.7% | +9.0% | -3.4% | +2.8% |
| YTD | +11.1% | +15.9% | -4.8% | +6.2% |
| 1Y | +14.4% | +43.2% | -28.7% | +3.2% |
| 3Y | +13.0% | +137.4% | -124.4% | -11.1% |
| 5Y | -7.5% | +185.0% | -192.6% | -31.1% |
| 10Y | +20.1% | +409.5% | -389.4% | -25.1% |
| All | +102.7% | +230.5% | -127.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 2026-09-08: compounded portfolio wealth divided by compounded XME 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling