+11.4%
AMCR vs RGEN
+45.2%
-33.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.3% | -4.9% | +1.7% | -2.5% |
| 30D | -5.4% | +5.7% | -11.1% | -6.4% |
| 3M | +20.0% | +32.4% | -12.5% | +14.3% |
| 6M | 0.0% | +33.2% | -33.1% | -5.7% |
| YTD | +11.5% | +2.3% | +9.2% | +6.0% |
| 1Y | +11.4% | +39.0% | -27.6% | +2.4% |
| All | +11.4% | +45.2% | -33.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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