+14.6%
AMCR vs RVTY
+145.6%
-131.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.4% |
| 7D | -6.3% | -4.5% | -1.7% | -5.0% |
| 30D | -7.8% | +5.5% | -13.3% | -9.4% |
| 3M | +7.5% | +22.5% | -15.0% | +0.8% |
| 6M | +2.7% | +38.9% | -36.2% | -7.6% |
| YTD | +6.0% | +28.7% | -22.7% | -2.8% |
| 1Y | +7.8% | +45.5% | -37.7% | -5.2% |
| 3Y | +5.8% | +16.4% | -10.6% | -3.2% |
| 5Y | -11.6% | -32.7% | +21.1% | -6.9% |
| All | +14.6% | +145.6% | -131.0% | -11.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling