+390.1%
GE vs AMCR
+96.6%
+293.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | -9.5% | -6.0% | -3.5% | -7.5% |
| 3M | +4.1% | +18.9% | -14.8% | -2.9% |
| 6M | +3.9% | +5.7% | -1.7% | +1.3% |
| YTD | +9.0% | +11.1% | -2.1% | +3.7% |
| 1Y | +21.9% | +12.7% | +9.2% | +15.0% |
| 3Y | +281.8% | +9.6% | +272.2% | +255.6% |
| 5Y | +436.7% | -10.3% | +447.1% | +439.4% |
| 10Y | +151.5% | +16.5% | +135.1% | +118.6% |
| All | +390.1% | +96.6% | +293.4% | +329.1% |
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