+214.1%
BMY vs AMCR
+91.3%
+122.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | -4.8% | -6.3% | +1.5% | -3.8% |
| 30D | -0.7% | -7.1% | +6.5% | +0.6% |
| 3M | +15.3% | +12.7% | +2.7% | +12.9% |
| 6M | +8.5% | +5.2% | +3.4% | +7.2% |
| YTD | +23.4% | +8.1% | +15.4% | +21.2% |
| 1Y | +42.9% | +10.0% | +32.9% | +39.8% |
| 3Y | +22.0% | +6.6% | +15.4% | +19.8% |
| 5Y | +24.3% | -11.4% | +35.7% | +24.6% |
| 10Y | +64.6% | +13.3% | +51.3% | +56.6% |
| All | +214.1% | +91.3% | +122.8% | +201.7% |
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