+394.0%
CAH vs AMCR
-12.3%
+406.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -5.1% | -6.3% | +1.2% | -4.1% |
| 30D | +0.2% | -7.8% | +8.0% | +1.4% |
| 3M | +6.3% | +7.5% | -1.2% | +5.0% |
| 6M | +9.4% | +2.7% | +6.7% | +8.6% |
| YTD | +15.0% | +6.0% | +8.9% | +12.8% |
| 1Y | +55.4% | +7.8% | +47.7% | +51.8% |
| 3Y | +173.8% | +5.8% | +168.0% | +160.1% |
| All | +394.0% | -12.3% | +406.3% | +392.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling