-5.6%
CAG vs AMCR
+32.3%
-37.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +4.7% |
| 7D | +9.7% | +6.2% | +3.5% | +7.2% |
| 30D | +15.8% | +16.0% | -0.3% | +9.8% |
| 3M | +1.8% | +4.4% | -2.6% | 0.0% |
| 6M | +11.5% | +35.5% | -24.0% | +0.6% |
| YTD | -6.7% | +21.5% | -28.2% | -12.9% |
| 1Y | -5.6% | +30.7% | -36.4% | -14.8% |
| All | -5.6% | +32.3% | -37.9% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling