-11.6%
AMCR vs XME
+162.6%
-174.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -6.3% | -4.2% | -2.1% | -5.0% |
| 30D | -7.8% | -2.7% | -5.1% | -7.2% |
| 3M | +7.5% | -3.9% | +11.5% | +8.4% |
| 6M | +2.7% | -1.0% | +3.7% | +2.2% |
| YTD | +6.0% | +9.8% | -3.8% | +1.5% |
| 1Y | +7.8% | +32.5% | -24.8% | -4.0% |
| 3Y | +5.8% | +124.3% | -118.6% | -23.4% |
| All | -11.6% | +162.6% | -174.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling