+16.5%
AMCR vs RL
+308.3%
-291.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | -8.0% | -15.3% | +7.4% | -4.2% |
| 3M | +14.3% | -10.3% | +24.6% | +17.2% |
| 6M | +5.3% | -2.2% | +7.6% | +5.6% |
| YTD | +7.7% | -4.3% | +12.0% | +8.4% |
| 1Y | +10.8% | +8.9% | +2.0% | +8.0% |
| 3Y | +9.6% | +201.4% | -191.8% | -18.8% |
| 5Y | -10.2% | +230.6% | -240.8% | -36.6% |
| All | +16.5% | +308.3% | -291.9% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling