+102.7%
AMCR vs RVTY
+403.8%
-301.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.2% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -6.0% | +10.8% | -16.9% | -8.4% |
| 3M | +18.9% | +26.8% | -7.9% | +12.2% |
| 6M | +5.7% | +39.3% | -33.7% | -2.7% |
| YTD | +11.1% | +31.6% | -20.5% | +3.4% |
| 1Y | +14.4% | +47.7% | -33.3% | +3.4% |
| 3Y | +13.0% | +19.9% | -6.9% | +5.1% |
| 5Y | -7.5% | -32.3% | +24.8% | -5.5% |
| 10Y | +20.1% | +138.4% | -118.3% | +6.9% |
| All | +102.7% | +403.8% | -301.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling