+7.5%
WBD vs AMCR
+97.2%
-89.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | -1.7% | -6.3% | +4.6% | +0.5% |
| 30D | +3.9% | -7.1% | +11.0% | +6.4% |
| 3M | +5.1% | +12.7% | -7.6% | +0.2% |
| 6M | +0.6% | +5.2% | -4.6% | -2.4% |
| YTD | -3.2% | +8.1% | -11.2% | -7.6% |
| 1Y | +127.7% | +11.7% | +115.9% | +113.9% |
| 3Y | +146.6% | +9.9% | +136.6% | +133.0% |
| 5Y | +4.2% | -8.7% | +12.8% | +5.2% |
| 10Y | +13.7% | +16.8% | -3.1% | +2.8% |
| All | +7.5% | +97.2% | -89.8% | -1.5% |
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