+11.4%
WBD vs AMCR
+14.6%
-3.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -0.7% | -6.3% | +5.5% | +2.2% |
| 30D | +1.4% | -7.8% | +9.2% | +5.1% |
| 3M | +4.4% | +7.5% | -3.1% | +0.2% |
| 6M | +0.8% | +2.7% | -1.9% | -2.2% |
| YTD | -2.7% | +6.0% | -8.7% | -8.0% |
| 1Y | +73.4% | +7.8% | +65.6% | +61.7% |
| 3Y | +142.1% | +5.8% | +136.4% | +126.4% |
| 5Y | +7.2% | -11.6% | +18.8% | +9.7% |
| All | +11.4% | +14.6% | -3.3% | -5.4% |
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