+14.6%
AMCR vs CRL
+256.1%
-241.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -6.3% | -3.5% | -2.7% | -5.5% |
| 30D | -7.8% | -2.1% | -5.7% | -7.4% |
| 3M | +7.5% | +48.0% | -40.4% | -2.1% |
| 6M | +2.7% | +64.7% | -62.0% | -9.3% |
| YTD | +6.0% | +39.5% | -33.5% | -3.3% |
| 1Y | +7.8% | +74.2% | -66.4% | -7.1% |
| 3Y | +5.8% | +39.4% | -33.6% | -8.0% |
| 5Y | -11.6% | -36.9% | +25.3% | -6.9% |
| All | +14.6% | +256.1% | -241.4% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling