+28.1%
AGG vs AMCR
+96.6%
-68.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.9% | -5.0% | +4.0% | -0.8% |
| 30D | -1.0% | -8.0% | +7.0% | -0.7% |
| 3M | -1.3% | +14.3% | -15.6% | -1.7% |
| 6M | -2.1% | +5.3% | -7.4% | -2.3% |
| YTD | -1.2% | +7.7% | -9.0% | -1.6% |
| 1Y | -0.5% | +10.8% | -11.3% | -0.9% |
| 3Y | +12.4% | +9.6% | +2.8% | +11.9% |
| 5Y | -2.4% | -10.2% | +7.8% | -2.6% |
| 10Y | +14.3% | +16.5% | -2.1% | +13.2% |
| All | +28.1% | +96.6% | -68.6% | +26.3% |
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