+21.9%
AMCR vs REPL
-17.3%
+39.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | -0.2% |
| 7D | -5.0% | -13.4% | +8.5% | -4.7% |
| 30D | -8.0% | -3.0% | -5.0% | -8.0% |
| 3M | +14.3% | +56.3% | -42.0% | +12.5% |
| 6M | +5.3% | +60.9% | -55.5% | +1.5% |
| YTD | +7.7% | +36.2% | -28.5% | +4.2% |
| 1Y | +10.8% | +121.0% | -110.2% | +4.2% |
| 3Y | +9.6% | -32.8% | +42.4% | +0.6% |
| 5Y | -10.2% | -58.7% | +48.5% | -16.8% |
| All | +21.9% | -17.3% | +39.1% | +1.6% |
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