+485.8%
RTX vs AMCR
+100.2%
+385.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.2% | -1.9% | -3.3% | -4.6% |
| 30D | -9.4% | -4.1% | -5.3% | -8.3% |
| 3M | +12.3% | +21.7% | -9.4% | +5.2% |
| 6M | -3.1% | +1.5% | -4.6% | -4.3% |
| YTD | +10.7% | +13.1% | -2.5% | +5.1% |
| 1Y | +28.4% | +13.0% | +15.4% | +21.7% |
| 3Y | +147.1% | +6.9% | +140.1% | +133.4% |
| 5Y | +167.2% | -10.5% | +177.7% | +165.8% |
| 10Y | +274.7% | +20.9% | +253.9% | +220.4% |
| All | +485.8% | +100.2% | +385.5% | +384.4% |
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