+46.3%
LYB vs AMCR
+14.6%
+31.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | 0.0% |
| 7D | +0.3% | -6.3% | +6.5% | +4.0% |
| 30D | +2.5% | -7.8% | +10.3% | +7.2% |
| 3M | +1.4% | +7.5% | -6.2% | -4.3% |
| 6M | -3.5% | +2.7% | -6.2% | -9.7% |
| YTD | +52.0% | +6.0% | +46.0% | +38.0% |
| 1Y | +22.1% | +7.8% | +14.3% | +9.4% |
| 3Y | -22.8% | +5.8% | -28.6% | -31.8% |
| 5Y | -3.4% | -11.6% | +8.3% | -4.1% |
| All | +46.3% | +14.6% | +31.7% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling