+30.7%
AMCR vs RL
+34.3%
-3.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.5% | -1.2% | +1.5% |
| 7D | +6.2% | +5.8% | +0.4% | +3.9% |
| 30D | +16.0% | +12.7% | +3.3% | +10.7% |
| 3M | +4.4% | +9.3% | -5.0% | +0.6% |
| 6M | +35.5% | +16.9% | +18.6% | +26.8% |
| YTD | +21.5% | +17.5% | +4.0% | +12.8% |
| 1Y | +30.7% | +34.6% | -3.9% | +18.1% |
| All | +30.7% | +34.3% | -3.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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