+30.7%
AMCR vs Z
-54.2%
+84.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | +1.9% |
| 7D | +6.2% | +10.2% | -4.0% | +4.8% |
| 30D | +16.0% | +23.7% | -7.6% | +12.9% |
| 3M | +4.4% | -6.6% | +10.9% | +4.3% |
| 6M | +35.5% | -23.0% | +58.5% | +35.6% |
| YTD | +21.5% | -50.3% | +71.8% | +19.7% |
| 1Y | +30.7% | -53.6% | +84.3% | +29.6% |
| All | +30.7% | -54.2% | +84.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling