-9.1%
AMCR vs Z
-54.7%
+45.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.0% |
| 7D | -4.5% | -4.9% | +0.5% | -3.7% |
| 30D | +4.9% | +3.0% | +1.9% | +4.3% |
| 3M | -4.6% | -13.4% | +8.8% | -2.9% |
| 6M | +15.2% | -27.3% | +42.5% | +20.0% |
| YTD | +9.7% | -57.8% | +67.5% | +23.0% |
| 1Y | +10.5% | -60.0% | +70.5% | +24.7% |
| 3Y | +13.8% | -21.5% | +35.4% | +11.8% |
| 5Y | -9.1% | -55.0% | +45.9% | -10.6% |
| All | -9.1% | -54.7% | +45.6% | -10.6% |
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 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