-99.1%
AMC vs AMCR
-4.8%
-94.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.9% |
| 7D | +6.6% | -7.9% | +14.5% | +11.9% |
| 30D | +14.1% | +8.2% | +5.9% | +9.5% |
| 3M | +31.3% | -4.3% | +35.6% | +34.8% |
| 6M | +126.7% | +16.6% | +110.1% | +105.2% |
| YTD | +117.9% | +13.1% | +104.8% | +97.2% |
| 1Y | +41.1% | +14.4% | +26.7% | +26.5% |
| 3Y | -61.0% | +18.4% | -79.3% | -67.8% |
| 5Y | -99.1% | -5.8% | -93.3% | -99.1% |
| All | -99.1% | -4.8% | -94.4% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling