+11.4%
AMCR vs REPL
+161.1%
-149.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.3% | -3.0% | -0.3% | -3.3% |
| 30D | -5.4% | +27.1% | -32.6% | -5.2% |
| 3M | +20.0% | +52.4% | -32.4% | +21.0% |
| 6M | 0.0% | +107.4% | -107.4% | +1.3% |
| YTD | +11.5% | +54.7% | -43.2% | +12.8% |
| 1Y | +11.4% | +158.9% | -147.5% | +13.1% |
| All | +11.4% | +161.1% | -149.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling