+11.4%
AMCR vs RACE
-16.2%
+27.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | -3.3% | -2.5% | -0.7% | -2.4% |
| 30D | -5.4% | +0.8% | -6.2% | -5.7% |
| 3M | +20.0% | +17.2% | +2.8% | +13.4% |
| 6M | 0.0% | +13.6% | -13.5% | -5.7% |
| YTD | +11.5% | +12.2% | -0.7% | +4.6% |
| 1Y | +11.4% | -16.3% | +27.6% | +9.2% |
| All | +11.4% | -16.2% | +27.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling