+16.5%
AMCR vs RACE
+832.2%
-815.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -5.0% | -2.2% | -2.7% | -4.3% |
| 30D | -8.0% | -0.4% | -7.6% | -7.9% |
| 3M | +14.3% | +17.9% | -3.6% | +8.6% |
| 6M | +5.3% | +19.3% | -13.9% | -0.4% |
| YTD | +7.7% | +11.9% | -4.1% | +3.5% |
| 1Y | +10.8% | -12.7% | +23.6% | +13.8% |
| 3Y | +9.6% | +41.1% | -31.5% | -5.6% |
| 5Y | -10.2% | +94.1% | -104.2% | -31.4% |
| All | +16.5% | +832.2% | -815.8% | -23.4% |
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