-13.3%
AFRM vs AMCR
+13.9%
-27.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.4% | -3.8% | -4.6% | -6.8% |
| 30D | -18.3% | +8.3% | -26.6% | -20.2% |
| 3M | -12.7% | -2.7% | -10.0% | -11.5% |
| 6M | +3.0% | +16.7% | -13.7% | -1.0% |
| YTD | -11.4% | +13.2% | -24.6% | -18.8% |
| 1Y | -13.3% | +13.7% | -27.1% | -21.2% |
| All | -13.3% | +13.9% | -27.2% | -21.2% |
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