+20.2%
AMCR vs RACE
+741.5%
-721.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -8.5% | -3.9% | -4.6% | -7.3% |
| 30D | +6.8% | +6.8% | -0.1% | +4.6% |
| 3M | -5.0% | +1.3% | -6.3% | -5.5% |
| 6M | +13.9% | +26.3% | -12.4% | +5.7% |
| YTD | +11.2% | +13.8% | -2.6% | +6.2% |
| 1Y | +11.3% | -0.5% | +11.8% | +10.4% |
| 3Y | +15.4% | +25.6% | -10.3% | +3.0% |
| 5Y | -7.7% | +67.6% | -75.3% | -26.8% |
| 10Y | +20.2% | +724.7% | -704.4% | -22.6% |
| All | +20.2% | +741.5% | -721.3% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling