+100.2%
AMCR vs CRL
+742.1%
-641.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 6M | +1.5% | +60.7% | -59.2% | -8.2% |
| YTD | +13.1% | +44.6% | -31.5% | +4.0% |
| 1Y | +13.0% | +77.7% | -64.8% | -0.6% |
| 3Y | +6.9% | +37.6% | -30.7% | -4.5% |
| 5Y | -10.5% | -35.8% | +25.4% | -9.1% |
| 10Y | +20.9% | +241.7% | -220.9% | -6.3% |
| All | +100.2% | +742.1% | -641.9% | +48.7% |
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