+100.3%
AMCR vs RBA
+525.9%
-425.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | +3.6% | +8.3% | -4.8% | +2.2% |
| 3M | -4.2% | +10.5% | -14.8% | -5.9% |
| 6M | +15.5% | -5.9% | +21.4% | +16.2% |
| YTD | +9.7% | -6.9% | +16.6% | +10.3% |
| 1Y | +8.3% | -4.9% | +13.2% | +8.4% |
| 3Y | +15.4% | +64.5% | -49.1% | +5.2% |
| 5Y | -9.1% | +46.1% | -55.2% | -16.8% |
| 10Y | +18.6% | +208.2% | -189.6% | -2.6% |
| All | +100.3% | +525.9% | -425.6% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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