+114.6%
ALL vs AMCR
+15.7%
+98.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | -2.6% | -8.5% | +5.9% | -1.3% |
| 30D | +12.7% | +6.8% | +6.0% | +11.9% |
| 3M | +0.4% | -5.0% | +5.4% | +1.1% |
| 6M | +23.8% | +13.9% | +9.9% | +21.4% |
| YTD | +27.8% | +11.2% | +16.6% | +24.9% |
| 1Y | +28.9% | +11.3% | +17.6% | +25.9% |
| All | +114.6% | +15.7% | +98.9% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling