-4.4%
CLX vs AMCR
+14.6%
-19.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -5.7% | -6.3% | +0.6% | -4.5% |
| 30D | -17.0% | -7.8% | -9.2% | -15.7% |
| 3M | -9.7% | +7.5% | -17.2% | -10.8% |
| 6M | -19.8% | +2.7% | -22.5% | -20.3% |
| YTD | -9.8% | +6.0% | -15.9% | -10.8% |
| 1Y | -26.2% | +7.8% | -34.0% | -27.2% |
| 3Y | -36.2% | +5.8% | -42.0% | -37.2% |
| 5Y | -38.3% | -11.6% | -26.7% | -38.0% |
| All | -4.4% | +14.6% | -19.0% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling