+371.6%
ALL vs AMCR
+18.6%
+353.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.0% | -2.4% | +7.4% | +5.8% |
| 30D | +13.3% | +3.6% | +9.7% | +12.1% |
| 3M | +3.2% | -4.2% | +7.4% | +4.3% |
| 6M | +25.3% | +15.5% | +9.8% | +19.0% |
| YTD | +30.5% | +9.7% | +20.7% | +24.4% |
| 1Y | +29.2% | +8.3% | +20.9% | +23.8% |
| 3Y | +119.1% | +15.4% | +103.7% | +101.1% |
| 5Y | +162.6% | -9.1% | +171.7% | +160.0% |
| All | +371.6% | +18.6% | +353.0% | +303.7% |
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