-58.9%
AMC vs AMCR
+14.2%
-73.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.5% | -2.4% | +5.9% | +4.6% |
| 30D | +12.5% | +3.6% | +8.9% | +11.4% |
| 3M | +23.6% | -4.2% | +27.8% | +26.2% |
| 6M | +144.4% | +15.5% | +128.8% | +128.5% |
| YTD | +108.3% | +9.7% | +98.6% | +96.4% |
| 1Y | +38.9% | +8.3% | +30.6% | +31.7% |
| 3Y | -58.9% | +15.4% | -74.2% | -64.4% |
| All | -58.9% | +14.2% | -73.1% | -64.4% |
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 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