-10.2%
AMCR vs RVTY
-34.5%
+24.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -5.0% | -7.4% | +2.5% | -2.7% |
| 30D | -8.0% | +4.5% | -12.5% | -9.3% |
| 3M | +14.3% | +19.5% | -5.2% | +7.8% |
| 6M | +5.3% | +34.1% | -28.8% | -4.4% |
| YTD | +7.7% | +25.3% | -17.5% | -0.6% |
| 1Y | +10.8% | +47.0% | -36.2% | -3.0% |
| 3Y | +9.6% | +14.1% | -4.5% | +0.6% |
| 5Y | -10.2% | -34.6% | +24.4% | -7.9% |
| All | -10.2% | -34.5% | +24.3% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling