+91.5%
RIO vs AMCR
-12.3%
+103.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | -3.2% | -6.3% | +3.1% | -0.4% |
| 30D | +0.9% | -7.8% | +8.7% | +4.6% |
| 3M | -1.4% | +7.5% | -9.0% | -5.1% |
| 6M | +10.9% | +2.7% | +8.3% | +8.5% |
| YTD | +31.2% | +6.0% | +25.2% | +26.1% |
| 1Y | +67.9% | +7.8% | +60.1% | +59.8% |
| 3Y | +88.8% | +5.8% | +83.0% | +76.4% |
| All | +91.5% | -12.3% | +103.9% | +98.8% |
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