-8.7%
AMCR vs RL
+233.3%
-242.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.9% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -7.1% | -17.5% | +10.4% | -2.4% |
| 3M | +12.7% | -14.0% | +26.7% | +17.0% |
| 6M | +5.2% | -2.0% | +7.1% | +5.4% |
| YTD | +8.1% | -4.6% | +12.7% | +8.9% |
| 1Y | +11.7% | +9.5% | +2.2% | +8.7% |
| 3Y | +9.9% | +200.5% | -190.6% | -20.3% |
| 5Y | -8.7% | +226.3% | -234.9% | -37.6% |
| All | -8.7% | +233.3% | -242.0% | -37.6% |
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