+65.6%
AMCR vs AR
-27.2%
+92.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -1.9% | +2.5% | -4.4% | -2.0% |
| 30D | -4.1% | +14.8% | -18.9% | -4.8% |
| 3M | +21.7% | +6.2% | +15.4% | +21.2% |
| 6M | +1.5% | +4.3% | -2.8% | +1.0% |
| YTD | +13.1% | +14.4% | -1.2% | +11.8% |
| 1Y | +16.5% | +21.3% | -4.8% | +14.6% |
| 3Y | +10.3% | +39.8% | -29.5% | +6.6% |
| 5Y | -7.7% | +142.1% | -149.7% | -13.6% |
| 10Y | +24.6% | +52.0% | -27.4% | +2.1% |
| All | +65.6% | -27.2% | +92.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling