+100.3%
AMCR vs CRL
+886.5%
-786.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +3.6% | +11.9% | -8.3% | +0.9% |
| 3M | -4.2% | +20.2% | -24.4% | -8.2% |
| 6M | +15.5% | +107.5% | -92.0% | -0.9% |
| YTD | +9.7% | +69.4% | -59.7% | -2.8% |
| 1Y | +8.3% | +99.7% | -91.4% | -7.2% |
| 3Y | +15.4% | +98.8% | -83.4% | -4.8% |
| 5Y | -9.1% | -12.4% | +3.3% | -13.6% |
| 10Y | +18.6% | +352.9% | -334.2% | -11.4% |
| All | +100.3% | +886.5% | -786.2% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling