-10.3%
AMCR vs RACE
+92.4%
-102.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | -6.0% | -1.5% | -4.5% | -5.6% |
| 3M | +18.9% | +15.5% | +3.5% | +13.6% |
| 6M | +5.7% | +17.3% | -11.6% | +0.3% |
| YTD | +11.1% | +11.1% | 0.0% | +6.7% |
| 1Y | +12.7% | -14.3% | +27.0% | +15.9% |
| 3Y | +9.6% | +40.2% | -30.6% | -8.2% |
| 5Y | -10.3% | +92.6% | -102.9% | -36.6% |
| All | -10.3% | +92.4% | -102.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling