+100.2%
AMCR vs RY
+571.5%
-471.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -1.9% | +3.1% | -5.0% | -3.2% |
| 30D | -4.1% | -0.3% | -3.8% | -4.1% |
| 3M | +21.7% | +8.7% | +13.0% | +17.0% |
| 6M | +1.5% | +28.5% | -27.1% | -9.4% |
| YTD | +13.1% | +25.1% | -12.0% | +2.0% |
| 1Y | +13.0% | +46.3% | -33.3% | -5.1% |
| 3Y | +6.9% | +154.9% | -148.0% | -30.3% |
| 5Y | -10.5% | +140.3% | -150.7% | -40.2% |
| 10Y | +20.9% | +377.0% | -356.2% | -34.0% |
| All | +100.2% | +571.5% | -471.3% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling