+30.7%
AMCR vs RNG
+179.4%
-148.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +6.2% | -9.6% | +15.8% | +6.7% |
| 30D | +16.0% | -1.4% | +17.4% | +16.0% |
| 3M | +4.4% | +28.8% | -24.4% | +3.0% |
| 6M | +35.5% | +65.6% | -30.1% | +32.0% |
| YTD | +21.5% | +171.4% | -149.9% | +10.7% |
| 1Y | +30.7% | +185.3% | -154.6% | +20.5% |
| All | +30.7% | +179.4% | -148.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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