+1,052.9%
RSG vs AMCR
+97.2%
+955.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.9% |
| 7D | 0.0% | -6.3% | +6.3% | +1.3% |
| 30D | +3.7% | -7.1% | +10.8% | +5.1% |
| 3M | +6.2% | +12.7% | -6.5% | +3.4% |
| 6M | -2.8% | +5.2% | -7.9% | -4.4% |
| YTD | +5.9% | +8.1% | -2.2% | +3.2% |
| 1Y | -1.8% | +11.7% | -13.5% | -5.0% |
| 3Y | +57.5% | +9.9% | +47.6% | +50.5% |
| 5Y | +91.1% | -8.7% | +99.7% | +89.7% |
| 10Y | +428.1% | +16.8% | +411.3% | +376.4% |
| All | +1,052.9% | +97.2% | +955.7% | +919.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling