+24.1%
AMCR vs REPL
+36.8%
-12.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | +3.6% | +92.2% | -88.6% | +2.4% |
| 3M | -4.2% | +44.1% | -48.3% | -4.9% |
| 6M | +15.5% | +313.0% | -297.5% | +10.9% |
| YTD | +9.7% | +125.2% | -115.5% | +5.1% |
| 1Y | +8.3% | +143.8% | -135.5% | +3.5% |
| 3Y | +15.4% | +104.2% | -88.8% | +0.6% |
| 5Y | -9.1% | -34.5% | +25.4% | -16.2% |
| All | +24.1% | +36.8% | -12.7% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling