+61.6%
AG vs AMCR
+14.6%
+47.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.2% |
| 7D | -6.7% | -6.3% | -0.5% | -4.1% |
| 30D | +2.2% | -7.8% | +10.0% | +5.9% |
| 3M | +15.7% | +7.5% | +8.2% | +12.1% |
| 6M | -23.8% | +2.7% | -26.5% | -24.7% |
| YTD | +17.6% | +6.0% | +11.6% | +15.0% |
| 1Y | +88.6% | +7.8% | +80.8% | +82.9% |
| 3Y | +253.4% | +5.8% | +247.6% | +240.4% |
| 5Y | +62.4% | -11.6% | +74.0% | +68.1% |
| All | +61.6% | +14.6% | +47.0% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling