+404.4%
HPQ vs AMCR
+97.2%
+307.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.7% | +5.9% |
| 7D | +2.2% | -6.3% | +8.5% | +4.7% |
| 30D | +9.7% | -7.1% | +16.9% | +12.7% |
| 3M | +32.7% | +12.7% | +20.1% | +26.5% |
| 6M | +77.7% | +5.2% | +72.6% | +72.3% |
| YTD | +51.0% | +8.1% | +42.9% | +44.1% |
| 1Y | +18.4% | +11.7% | +6.7% | +11.3% |
| 3Y | +25.6% | +9.9% | +15.7% | +17.2% |
| 5Y | +38.6% | -8.7% | +47.3% | +39.4% |
| 10Y | +226.1% | +16.8% | +209.3% | +183.8% |
| All | +404.4% | +97.2% | +307.2% | +328.9% |
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