-19.3%
AFRM vs AMCR
+11.5%
-30.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -7.0% | -3.3% | -3.7% | -5.8% |
| 30D | -7.8% | -5.4% | -2.4% | -6.0% |
| 3M | +5.3% | +20.0% | -14.6% | +0.3% |
| 6M | +42.6% | 0.0% | +42.6% | +35.5% |
| YTD | -2.8% | +11.5% | -14.3% | -10.3% |
| 1Y | -19.3% | +11.4% | -30.7% | -22.6% |
| All | -19.3% | +11.5% | -30.8% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling