+100.2%
AMCR vs RGEN
+3,473.6%
-3,373.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.9% | -4.9% | +3.1% | -1.5% |
| 30D | -4.1% | +5.7% | -9.8% | -4.5% |
| 3M | +21.7% | +32.4% | -10.8% | +19.0% |
| 6M | +1.5% | +33.2% | -31.7% | -0.9% |
| YTD | +13.1% | +2.3% | +10.8% | +12.3% |
| 1Y | +13.0% | +39.0% | -26.0% | +9.7% |
| 3Y | +6.9% | -4.6% | +11.6% | +4.9% |
| 5Y | -10.5% | -42.7% | +32.2% | -12.0% |
| 10Y | +20.9% | +433.6% | -412.7% | +18.5% |
| All | +100.2% | +3,473.6% | -3,373.3% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling