+369.5%
ALAB vs AMCR
+6.3%
+363.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.3% |
| 7D | -6.2% | -6.3% | +0.1% | -6.2% |
| 30D | -8.7% | -7.8% | -0.9% | -8.7% |
| 3M | -20.7% | +7.5% | -28.3% | -21.5% |
| 6M | +133.5% | +2.7% | +130.8% | +129.4% |
| YTD | +75.1% | +6.0% | +69.0% | +70.8% |
| 1Y | +25.0% | +7.8% | +17.3% | +22.1% |
| All | +369.5% | +6.3% | +363.2% | +429.8% |
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