+7.8%
AMCR vs Z
-37.2%
+45.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -6.3% | -7.1% | +0.8% | -5.3% |
| 30D | -7.1% | -4.8% | -2.4% | -6.6% |
| 3M | +12.7% | -9.3% | +22.0% | +13.8% |
| 6M | +5.2% | -29.0% | +34.1% | +9.5% |
| YTD | +8.1% | -52.9% | +61.0% | +18.2% |
| 1Y | +11.7% | -63.1% | +74.9% | +26.6% |
| All | +7.8% | -37.2% | +45.0% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling