-11.6%
AMCR vs RNG
-68.4%
+56.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -6.3% | -6.1% | -0.2% | -5.7% |
| 30D | -7.8% | +9.6% | -17.4% | -8.7% |
| 3M | +7.5% | +83.3% | -75.8% | +0.9% |
| 6M | +2.7% | +77.9% | -75.3% | -4.2% |
| YTD | +6.0% | +139.9% | -133.9% | -5.3% |
| 1Y | +7.8% | +121.7% | -113.9% | -3.1% |
| 3Y | +5.8% | +121.9% | -116.1% | -7.4% |
| All | -11.6% | -68.4% | +56.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling