+58.3%
AMCR vs RACE
+658.1%
-599.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +8.3% | +6.6% | +1.7% | +6.5% |
| 3M | -2.7% | +2.2% | -4.9% | -3.3% |
| 6M | +16.7% | +22.4% | -5.7% | +10.5% |
| YTD | +13.2% | +13.8% | -0.6% | +8.9% |
| 1Y | +13.7% | +2.2% | +11.5% | +12.2% |
| 3Y | +17.4% | +25.6% | -8.2% | +7.5% |
| 5Y | -5.9% | +71.0% | -76.9% | -21.8% |
| 10Y | +22.4% | +739.1% | -716.7% | -8.3% |
| All | +58.3% | +658.1% | -599.9% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling