+171.8%
CL vs AMCR
+106.6%
+65.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.6% | -3.8% | +6.4% | +3.3% |
| 30D | +11.8% | +8.3% | +3.4% | +10.2% |
| 3M | +5.9% | -2.7% | +8.6% | +6.3% |
| 6M | +13.3% | +16.7% | -3.4% | +10.1% |
| YTD | +27.1% | +13.2% | +13.9% | +23.8% |
| 1Y | +28.0% | +13.7% | +14.3% | +24.6% |
| 3Y | +39.4% | +17.4% | +21.9% | +34.3% |
| 5Y | +40.8% | -5.9% | +46.7% | +39.6% |
| 10Y | +84.9% | +22.4% | +62.5% | +71.8% |
| All | +171.8% | +106.6% | +65.1% | +154.5% |
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