+664.2%
AEM vs AMCR
+97.2%
+567.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.0% |
| 7D | +3.0% | -6.3% | +9.3% | +4.6% |
| 30D | +12.5% | -7.1% | +19.6% | +14.5% |
| 3M | +26.9% | +12.7% | +14.3% | +23.2% |
| 6M | -9.4% | +5.2% | -14.6% | -10.7% |
| YTD | +20.3% | +8.1% | +12.2% | +17.9% |
| 1Y | +33.8% | +11.7% | +22.1% | +30.0% |
| 3Y | +349.8% | +9.9% | +339.9% | +334.0% |
| 5Y | +301.0% | -8.7% | +309.7% | +301.7% |
| 10Y | +376.1% | +16.8% | +359.2% | +341.3% |
| All | +664.2% | +97.2% | +567.0% | +606.8% |
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