-11.6%
AMCR vs RRX
+17.8%
-29.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.4% |
| 7D | -6.3% | -0.3% | -5.9% | -6.2% |
| 30D | -7.8% | -6.1% | -1.7% | -6.6% |
| 3M | +7.5% | -23.1% | +30.6% | +12.9% |
| 6M | +2.7% | -19.5% | +22.2% | +6.0% |
| YTD | +6.0% | +16.1% | -10.0% | +0.1% |
| 1Y | +7.8% | +12.9% | -5.1% | +1.7% |
| 3Y | +5.8% | +7.9% | -2.2% | -2.5% |
| All | -11.6% | +17.8% | -29.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling