+5.8%
AMCR vs RRX
+5.4%
+0.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.3% |
| 7D | -6.3% | -0.3% | -5.9% | -6.2% |
| 30D | -7.8% | -6.1% | -1.7% | -6.8% |
| 3M | +7.5% | -23.1% | +30.6% | +11.9% |
| 6M | +2.7% | -19.5% | +22.2% | +5.3% |
| YTD | +6.0% | +16.1% | -10.0% | +1.9% |
| 1Y | +7.8% | +12.9% | -5.1% | +3.6% |
| 3Y | +5.8% | +7.9% | -2.2% | +2.3% |
| All | +5.8% | +5.4% | +0.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling