+392.9%
BAC vs AMCR
+14.6%
+378.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | +27.5% | -7.5% | +34.9% | +31.8% |
| 30D | +27.5% | -7.5% | +34.9% | +31.8% |
| 3M | +27.5% | -7.5% | +34.9% | +31.8% |
| 6M | +27.5% | -7.5% | +34.9% | +31.8% |
| YTD | +15.8% | +6.0% | +9.8% | +10.9% |
| 1Y | +26.2% | +7.8% | +18.4% | +19.4% |
| 3Y | +136.5% | +5.8% | +130.7% | +119.1% |
| 5Y | +75.9% | -11.6% | +87.6% | +78.1% |
| All | +392.9% | +14.6% | +378.3% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling