+48.0%
AMCR vs Z
+25.1%
+22.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -1.9% | -3.0% | +1.1% | -1.5% |
| 30D | -4.1% | -4.2% | +0.1% | -3.7% |
| 3M | +21.7% | -3.7% | +25.4% | +21.9% |
| 6M | +1.5% | -24.5% | +26.0% | +4.3% |
| YTD | +13.1% | -49.3% | +62.4% | +21.0% |
| 1Y | +16.5% | -58.7% | +75.2% | +27.3% |
| 3Y | +10.3% | -34.1% | +44.4% | +12.1% |
| 5Y | -7.7% | -64.5% | +56.9% | -4.2% |
| 10Y | +24.6% | -0.5% | +25.1% | +10.6% |
| All | +48.0% | +25.1% | +22.9% | +29.0% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling