+707.4%
GILD vs AMCR
+93.5%
+613.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.8% | -6.3% | +1.4% | -3.7% |
| 30D | +5.8% | -7.8% | +13.6% | +7.3% |
| 3M | +14.9% | +7.5% | +7.4% | +13.4% |
| 6M | -0.4% | +2.7% | -3.0% | -1.2% |
| YTD | +18.5% | +6.0% | +12.5% | +16.8% |
| 1Y | +25.1% | +7.8% | +17.3% | +22.8% |
| 3Y | +105.9% | +5.8% | +100.1% | +101.7% |
| 5Y | +143.0% | -11.6% | +154.6% | +143.7% |
| 10Y | +162.4% | +14.6% | +147.8% | +149.6% |
| All | +707.4% | +93.5% | +613.9% | +686.0% |
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 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