+264.1%
AG vs AMCR
+8.2%
+255.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | -5.8% | -5.0% | -0.8% | -3.1% |
| 30D | +6.4% | -8.0% | +14.3% | +11.4% |
| 3M | +28.4% | +14.3% | +14.1% | +19.3% |
| 6M | -24.5% | +5.3% | -29.8% | -27.0% |
| YTD | +21.2% | +7.7% | +13.4% | +16.9% |
| 1Y | +114.1% | +10.8% | +103.3% | +104.0% |
| All | +264.1% | +8.2% | +255.9% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling