+47.5%
ROK vs AMCR
-12.3%
+59.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.4% |
| 7D | -1.2% | -6.3% | +5.0% | +1.9% |
| 30D | -4.8% | -7.8% | +3.0% | -1.1% |
| 3M | -6.1% | +7.5% | -13.6% | -10.1% |
| 6M | +15.5% | +2.7% | +12.8% | +12.6% |
| YTD | +11.2% | +6.0% | +5.1% | +5.8% |
| 1Y | +23.8% | +7.8% | +16.1% | +16.5% |
| 3Y | +53.1% | +5.8% | +47.3% | +40.8% |
| All | +47.5% | -12.3% | +59.8% | +52.1% |
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