+100.2%
AMCR vs RL
+186.7%
-86.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -4.1% | -7.8% | +3.7% | -2.7% |
| 3M | +21.7% | -4.0% | +25.7% | +22.5% |
| 6M | +1.5% | -1.9% | +3.4% | +1.6% |
| YTD | +13.1% | -0.2% | +13.3% | +12.8% |
| 1Y | +13.0% | +10.7% | +2.3% | +10.4% |
| 3Y | +6.9% | +210.8% | -203.8% | -15.1% |
| 5Y | -10.5% | +238.2% | -248.7% | -31.2% |
| 10Y | +20.9% | +313.4% | -292.5% | -13.1% |
| All | +100.2% | +186.7% | -86.4% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling