-10.2%
AMCR vs Z
-66.6%
+56.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | -5.0% | -11.6% | +6.6% | -3.4% |
| 30D | -8.0% | -8.5% | +0.5% | -7.0% |
| 3M | +14.3% | -7.9% | +22.2% | +15.2% |
| 6M | +5.3% | -29.1% | +34.4% | +9.7% |
| YTD | +7.7% | -54.2% | +61.9% | +18.2% |
| 1Y | +10.8% | -63.5% | +74.4% | +25.2% |
| 3Y | +9.6% | -38.6% | +48.2% | +12.4% |
| 5Y | -10.2% | -66.0% | +55.8% | -13.4% |
| All | -10.2% | -66.6% | +56.4% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling