+3.2%
AA vs AMCR
-12.3%
+15.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | -3.4% | -6.3% | +2.8% | +1.0% |
| 30D | -5.8% | -7.8% | +2.0% | -0.5% |
| 3M | -29.9% | +7.5% | -37.4% | -34.3% |
| 6M | -27.0% | +2.7% | -29.7% | -30.2% |
| YTD | -8.7% | +6.0% | -14.7% | -16.4% |
| 1Y | +50.6% | +7.8% | +42.9% | +35.7% |
| 3Y | +74.1% | +5.8% | +68.3% | +53.9% |
| All | +3.2% | -12.3% | +15.5% | +16.9% |
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