+24.1%
AMCR vs REPL
-6.0%
+30.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -1.9% | -3.0% | +1.1% | -1.8% |
| 30D | -4.1% | +27.1% | -31.2% | -4.5% |
| 3M | +21.7% | +52.4% | -30.7% | +19.9% |
| 6M | +1.5% | +107.4% | -106.0% | -2.7% |
| YTD | +13.1% | +54.7% | -41.6% | +9.2% |
| 1Y | +13.0% | +158.9% | -145.9% | +5.9% |
| 3Y | +6.9% | -23.7% | +30.7% | -2.0% |
| 5Y | -10.5% | -54.3% | +43.9% | -17.0% |
| All | +24.1% | -6.0% | +30.1% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling