+244.9%
LYB vs AMCR
+93.5%
+151.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.2% |
| 7D | +0.3% | -6.3% | +6.5% | +3.2% |
| 30D | +2.5% | -7.8% | +10.3% | +6.2% |
| 3M | +1.4% | +7.5% | -6.2% | -3.0% |
| 6M | -3.5% | +2.7% | -6.2% | -8.2% |
| YTD | +52.0% | +6.0% | +46.0% | +41.5% |
| 1Y | +22.1% | +7.8% | +14.3% | +12.6% |
| 3Y | -22.8% | +5.8% | -28.6% | -29.0% |
| 5Y | -3.4% | -11.6% | +8.3% | -2.8% |
| 10Y | +47.4% | +14.6% | +32.7% | +24.2% |
| All | +244.9% | +93.5% | +151.4% | +179.3% |
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 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