+9.6%
AMCR vs RACE
+39.3%
-29.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | -6.0% | -1.5% | -4.5% | -5.6% |
| 3M | +18.9% | +15.5% | +3.5% | +14.5% |
| 6M | +5.7% | +17.3% | -11.6% | +1.0% |
| YTD | +11.1% | +11.1% | 0.0% | +7.1% |
| 1Y | +12.7% | -14.3% | +27.0% | +13.8% |
| 3Y | +9.6% | +40.2% | -30.6% | -4.8% |
| All | +9.6% | +39.3% | -29.7% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling