+367.0%
PSX vs AMCR
-9.6%
+376.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.5% | -5.0% | +6.5% | +2.8% |
| 30D | +15.8% | -8.0% | +23.8% | +18.1% |
| 3M | +43.0% | +14.3% | +28.7% | +36.9% |
| 6M | +61.1% | +5.3% | +55.8% | +56.8% |
| YTD | +104.5% | +7.7% | +96.8% | +96.5% |
| 1Y | +102.5% | +10.8% | +91.7% | +91.8% |
| 3Y | +133.5% | +9.6% | +123.9% | +119.9% |
| 5Y | +367.0% | -10.2% | +377.1% | +385.3% |
| All | +367.0% | -9.6% | +376.6% | +385.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling