+71.9%
AG vs AMCR
+97.2%
-25.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.1% |
| 7D | -0.1% | -6.3% | +6.2% | +2.4% |
| 30D | +12.5% | -7.1% | +19.6% | +15.8% |
| 3M | +28.2% | +12.7% | +15.5% | +22.5% |
| 6M | -18.8% | +5.2% | -24.0% | -20.4% |
| YTD | +27.4% | +8.1% | +19.3% | +24.0% |
| 1Y | +132.2% | +11.7% | +120.5% | +123.0% |
| 3Y | +286.9% | +9.9% | +276.9% | +269.7% |
| 5Y | +72.8% | -8.7% | +81.4% | +76.4% |
| 10Y | +74.6% | +16.8% | +57.8% | +61.1% |
| All | +71.9% | +97.2% | -25.3% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling