+338.7%
AEM vs AMCR
+6.5%
+332.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | -2.1% | -6.3% | +4.1% | +0.1% |
| 30D | +8.4% | -7.8% | +16.2% | +11.6% |
| 3M | +27.3% | +7.5% | +19.7% | +23.8% |
| 6M | -9.7% | +2.7% | -12.3% | -11.3% |
| YTD | +19.0% | +6.0% | +12.9% | +16.4% |
| 1Y | +31.5% | +7.8% | +23.7% | +28.0% |
| 3Y | +338.7% | +5.8% | +332.9% | +316.1% |
| All | +338.7% | +6.5% | +332.2% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling