+117.0%
AA vs AMCR
+14.6%
+102.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | -3.4% | -6.3% | +2.8% | +0.7% |
| 30D | -5.8% | -7.8% | +2.0% | -0.8% |
| 3M | -29.9% | +7.5% | -37.4% | -34.0% |
| 6M | -27.0% | +2.7% | -29.7% | -30.0% |
| YTD | -8.7% | +6.0% | -14.7% | -15.5% |
| 1Y | +50.6% | +7.8% | +42.9% | +37.7% |
| 3Y | +74.1% | +5.8% | +68.3% | +59.5% |
| 5Y | +2.6% | -11.6% | +14.2% | +8.1% |
| All | +117.0% | +14.6% | +102.3% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling