+14.6%
AMCR vs RRC
+4.6%
+10.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.5% |
| 7D | -6.3% | -2.0% | -4.2% | -6.1% |
| 30D | -7.8% | +2.4% | -10.2% | -8.0% |
| 3M | +7.5% | +8.6% | -1.0% | +6.8% |
| 6M | +2.7% | -1.4% | +4.1% | +2.5% |
| YTD | +6.0% | +17.3% | -11.3% | +4.3% |
| 1Y | +7.8% | +18.1% | -10.4% | +5.8% |
| 3Y | +5.8% | +32.8% | -27.0% | +2.1% |
| 5Y | -11.6% | +147.6% | -159.2% | -19.6% |
| All | +14.6% | +4.6% | +10.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling