+62.2%
PANW vs AMCR
+32.3%
+30.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.4% |
| 7D | -11.8% | +6.2% | -18.0% | -11.5% |
| 30D | -14.4% | +16.0% | -30.5% | -13.9% |
| 3M | -5.0% | +4.4% | -9.4% | -4.5% |
| 6M | +88.6% | +35.5% | +53.1% | +89.9% |
| YTD | +88.9% | +21.5% | +67.4% | +91.5% |
| 1Y | +62.2% | +30.7% | +31.5% | +62.1% |
| All | +62.2% | +32.3% | +30.0% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling