-2.6%
VTRS vs AMCR
+93.5%
-96.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.2% | -6.3% | +4.1% | -0.3% |
| 30D | +3.3% | -7.8% | +11.1% | +5.8% |
| 3M | +2.0% | +7.5% | -5.5% | -0.4% |
| 6M | +19.9% | +2.7% | +17.3% | +18.4% |
| YTD | +35.7% | +6.0% | +29.7% | +32.4% |
| 1Y | +68.1% | +7.8% | +60.3% | +62.9% |
| 3Y | +87.1% | +5.8% | +81.3% | +81.4% |
| 5Y | +47.6% | -11.6% | +59.3% | +50.0% |
| 10Y | -48.2% | +14.6% | -62.8% | -51.3% |
| All | -2.6% | +93.5% | -96.1% | -8.2% |
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