+60.9%
AG vs AMCR
-10.9%
+71.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | -5.8% | -5.0% | -0.8% | -2.9% |
| 30D | +6.4% | -8.0% | +14.3% | +11.9% |
| 3M | +28.4% | +14.3% | +14.1% | +18.4% |
| 6M | -24.5% | +5.3% | -29.8% | -27.1% |
| YTD | +21.2% | +7.7% | +13.4% | +15.9% |
| 1Y | +114.1% | +10.8% | +103.3% | +101.1% |
| 3Y | +268.0% | +9.6% | +258.5% | +231.9% |
| All | +60.9% | -10.9% | +71.8% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling