+22.5%
CAG vs AMCR
+93.5%
-71.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -5.7% | -6.3% | +0.6% | -4.5% |
| 30D | -2.4% | -7.8% | +5.4% | -0.9% |
| 3M | +9.8% | +7.5% | +2.3% | +8.3% |
| 6M | -10.8% | +2.7% | -13.5% | -11.5% |
| YTD | -10.8% | +6.0% | -16.8% | -12.0% |
| 1Y | -19.0% | +7.8% | -26.7% | -20.3% |
| 3Y | -39.7% | +5.8% | -45.5% | -40.7% |
| 5Y | -43.0% | -11.6% | -31.4% | -42.7% |
| 10Y | -36.0% | +14.6% | -50.7% | -37.8% |
| All | +22.5% | +93.5% | -71.0% | +13.5% |
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