+412.0%
HON vs AMCR
+97.2%
+314.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | -0.6% | -6.3% | +5.7% | +1.6% |
| 30D | -15.4% | -7.1% | -8.3% | -13.4% |
| 3M | -9.1% | +12.7% | -21.8% | -12.9% |
| 6M | -17.1% | +5.2% | -22.2% | -18.9% |
| YTD | +1.5% | +8.1% | -6.5% | -2.0% |
| 1Y | -1.3% | +11.7% | -13.0% | -5.9% |
| 3Y | +19.5% | +9.9% | +9.6% | +13.0% |
| 5Y | +3.1% | -8.7% | +11.7% | +3.0% |
| 10Y | +138.4% | +16.8% | +121.5% | +113.0% |
| All | +412.0% | +97.2% | +314.8% | +345.2% |
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