+165.1%
AA vs AMCR
+100.2%
+64.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.7% | -1.9% | +1.2% | +0.2% |
| 30D | +5.0% | -4.1% | +9.1% | +7.2% |
| 3M | -35.8% | +21.7% | -57.5% | -42.4% |
| 6M | -18.4% | +1.5% | -19.9% | -20.2% |
| YTD | -5.5% | +13.1% | -18.6% | -13.4% |
| 1Y | +61.0% | +13.0% | +48.0% | +47.4% |
| 3Y | +66.2% | +6.9% | +59.3% | +56.7% |
| 5Y | +11.4% | -10.5% | +21.8% | +16.0% |
| 10Y | +116.9% | +20.9% | +96.0% | +94.7% |
| All | +165.1% | +100.2% | +64.8% | +133.5% |
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