+96.6%
AMCR vs XME
+230.5%
-133.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +12.7% | +43.2% | -30.5% | +1.7% |
| 3Y | +9.6% | +137.4% | -127.8% | -13.8% |
| 5Y | -10.3% | +185.0% | -195.4% | -33.2% |
| 10Y | +16.5% | +409.5% | -393.0% | -27.4% |
| All | +96.6% | +230.5% | -133.9% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling