-37.6%
CLX vs AMCR
-9.6%
-28.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -5.9% | -5.0% | -0.9% | -4.3% |
| 30D | -17.0% | -8.0% | -9.1% | -14.8% |
| 3M | -9.6% | +14.3% | -23.9% | -13.1% |
| 6M | -21.5% | +5.3% | -26.8% | -23.0% |
| YTD | -8.8% | +7.7% | -16.5% | -11.0% |
| 1Y | -24.7% | +10.8% | -35.5% | -27.1% |
| 3Y | -35.6% | +9.6% | -45.2% | -38.9% |
| 5Y | -37.6% | -10.2% | -27.4% | -36.5% |
| All | -37.6% | -9.6% | -28.0% | -36.5% |
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 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