+1,014.8%
BAC vs AMCR
+100.2%
+914.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -0.4% | -4.1% | +3.7% | +1.0% |
| 3M | +16.9% | +21.7% | -4.8% | +8.3% |
| 6M | +26.6% | +1.5% | +25.1% | +24.7% |
| YTD | +15.8% | +13.1% | +2.7% | +8.8% |
| 1Y | +27.2% | +13.0% | +14.2% | +19.2% |
| 3Y | +132.4% | +6.9% | +125.5% | +118.6% |
| 5Y | +72.6% | -10.5% | +83.0% | +73.2% |
| 10Y | +389.7% | +20.9% | +368.9% | +320.6% |
| All | +1,014.8% | +100.2% | +914.5% | +808.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling