+33.4%
AG vs AMCR
+32.3%
+1.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.3% | +5.9% | +6.8% |
| 7D | -2.6% | +6.2% | -8.8% | -6.9% |
| 30D | -12.1% | +16.0% | -28.1% | -21.6% |
| 3M | -6.6% | +4.4% | -11.0% | -9.8% |
| 6M | -20.5% | +35.5% | -56.0% | -36.5% |
| YTD | -7.4% | +21.5% | -29.0% | -15.4% |
| 1Y | +33.4% | +30.7% | +2.6% | +25.8% |
| All | +33.4% | +32.3% | +1.1% | +25.8% |
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 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