+720.1%
CAH vs AMCR
+97.2%
+622.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | -2.2% | -6.3% | +4.0% | -0.9% |
| 30D | +1.2% | -7.1% | +8.3% | +2.7% |
| 3M | +13.1% | +12.7% | +0.4% | +10.2% |
| 6M | +8.5% | +5.2% | +3.3% | +6.8% |
| YTD | +17.6% | +8.1% | +9.6% | +14.5% |
| 1Y | +60.7% | +11.7% | +48.9% | +54.9% |
| 3Y | +183.2% | +9.9% | +173.2% | +169.1% |
| 5Y | +402.2% | -8.7% | +410.9% | +396.5% |
| 10Y | +302.3% | +16.8% | +285.5% | +263.6% |
| All | +720.1% | +97.2% | +622.9% | +625.4% |
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