+941.8%
ALL vs AMCR
+106.4%
+835.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.4% |
| 30D | -1.5% | -4.1% | +2.6% | -0.6% |
| 3M | +23.6% | +21.7% | +1.9% | +17.8% |
| 6M | +22.3% | +1.5% | +20.9% | +21.1% |
| YTD | +26.5% | +13.1% | +13.4% | +21.5% |
| 1Y | +27.0% | +16.5% | +10.5% | +20.9% |
| 3Y | +149.6% | +10.3% | +139.3% | +138.1% |
| 5Y | +118.1% | -7.7% | +125.8% | +116.1% |
| 10Y | +369.0% | +24.6% | +344.3% | +324.0% |
| All | +941.8% | +106.4% | +835.4% | +825.4% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling