+16.8%
AMCR vs RY
+372.5%
-355.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.1% |
| 7D | -6.3% | -0.5% | -5.8% | -6.0% |
| 30D | -7.1% | -1.9% | -5.2% | -6.2% |
| 3M | +12.7% | +5.1% | +7.5% | +9.0% |
| 6M | +5.2% | +28.2% | -23.0% | -9.7% |
| YTD | +8.1% | +22.9% | -14.8% | -4.9% |
| 1Y | +11.7% | +45.5% | -33.8% | -11.4% |
| 3Y | +9.9% | +156.7% | -146.8% | -39.4% |
| 5Y | -8.7% | +137.7% | -146.4% | -47.5% |
| 10Y | +16.8% | +375.5% | -358.7% | -48.4% |
| All | +16.8% | +372.5% | -355.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling