+227.1%
RCL vs AMCR
-10.2%
+237.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.2% |
| 7D | -2.2% | -6.3% | +4.1% | +1.5% |
| 30D | -15.7% | -7.1% | -8.5% | -12.1% |
| 3M | -8.0% | +12.7% | -20.6% | -14.4% |
| 6M | -10.1% | +5.2% | -15.3% | -13.1% |
| YTD | -5.9% | +8.1% | -14.0% | -11.6% |
| 1Y | -23.5% | +11.7% | -35.2% | -29.6% |
| 3Y | +174.4% | +9.9% | +164.5% | +140.3% |
| 5Y | +227.1% | -8.7% | +235.8% | +227.9% |
| All | +227.1% | -10.2% | +237.4% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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