-7.7%
AMCR vs RL
+243.0%
-250.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -8.5% | -4.4% | -4.1% | -7.4% |
| 30D | +6.8% | +5.6% | +1.2% | +5.2% |
| 3M | -5.0% | -0.6% | -4.4% | -4.9% |
| 6M | +13.9% | +15.5% | -1.6% | +9.1% |
| YTD | +11.2% | +12.3% | -1.1% | +7.2% |
| 1Y | +11.3% | +19.3% | -8.0% | +5.6% |
| 3Y | +15.4% | +255.5% | -240.2% | -21.5% |
| 5Y | -7.7% | +247.1% | -254.8% | -38.4% |
| All | -7.7% | +243.0% | -250.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling