+106.4%
AMCR vs CRL
+742.1%
-635.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -1.9% | -1.0% | -0.8% | -1.7% |
| 30D | -4.1% | +10.7% | -14.7% | -6.0% |
| 3M | +21.7% | +55.3% | -33.6% | +11.3% |
| 6M | +1.5% | +60.7% | -59.2% | -8.2% |
| YTD | +13.1% | +44.6% | -31.5% | +4.0% |
| 1Y | +16.5% | +77.7% | -61.2% | +2.5% |
| 3Y | +10.3% | +37.6% | -27.4% | -1.5% |
| 5Y | -7.7% | -35.8% | +28.2% | -6.3% |
| 10Y | +24.6% | +241.7% | -217.1% | -3.4% |
| All | +106.4% | +742.1% | -635.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded CRL 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling