+941.8%
ALL vs AMCR
+100.2%
+841.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +14.0% | +21.8% |
| 3Y | +149.6% | +6.9% | +142.7% | +140.0% |
| 5Y | +118.1% | -10.5% | +128.5% | +117.8% |
| 10Y | +369.0% | +20.9% | +348.1% | +327.3% |
| All | +941.8% | +100.2% | +841.6% | +832.5% |
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