+261.3%
GE vs AMCR
+8.2%
+253.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.8% | -5.0% | +2.2% | -1.2% |
| 30D | -11.9% | -8.0% | -4.0% | -9.7% |
| 3M | +1.8% | +14.3% | -12.4% | -2.7% |
| 6M | -0.6% | +5.3% | -5.9% | -3.2% |
| YTD | +5.5% | +7.7% | -2.2% | +2.0% |
| 1Y | +15.0% | +10.8% | +4.1% | +10.2% |
| All | +261.3% | +8.2% | +253.1% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling