-99.4%
AMC vs AMCR
-8.5%
-90.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +2.3% | -1.9% | +4.2% | +3.4% |
| 30D | -0.7% | -4.1% | +3.3% | +1.5% |
| 3M | +35.2% | +21.7% | +13.5% | +19.3% |
| 6M | +124.6% | +1.5% | +123.1% | +119.2% |
| YTD | +69.9% | +13.1% | +56.7% | +53.3% |
| 1Y | -2.6% | +13.0% | -15.6% | -12.4% |
| 3Y | -79.8% | +6.9% | -86.7% | -82.0% |
| All | -99.4% | -8.5% | -90.9% | -99.4% |
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 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