+7.8%
AMCR vs Z
-62.2%
+70.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.0% |
| 7D | -6.3% | -6.0% | -0.2% | -5.6% |
| 30D | -7.8% | -2.3% | -5.5% | -7.6% |
| 3M | +7.5% | -0.6% | +8.1% | +7.4% |
| 6M | +2.7% | -27.6% | +30.3% | +4.4% |
| YTD | +6.0% | -52.4% | +58.4% | +9.2% |
| 1Y | +7.8% | -63.6% | +71.4% | +13.8% |
| All | +7.8% | -62.2% | +70.0% | +13.8% |
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