+57.7%
AMCR vs RNG
+305.9%
-248.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | -6.3% | -4.1% | -2.2% | -6.0% |
| 30D | -7.1% | +8.6% | -15.8% | -7.8% |
| 3M | +12.7% | +78.0% | -65.3% | +7.7% |
| 6M | +5.2% | +67.0% | -61.9% | +0.4% |
| YTD | +8.1% | +142.4% | -134.4% | -0.4% |
| 1Y | +11.7% | +120.4% | -108.7% | +3.6% |
| 3Y | +9.9% | +122.1% | -112.2% | +0.2% |
| 5Y | -8.7% | -69.8% | +61.2% | -10.9% |
| 10Y | +16.8% | +223.4% | -206.6% | +13.7% |
| All | +57.7% | +305.9% | -248.2% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling