+16.5%
AMCR vs AR
+44.6%
-28.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -5.0% | -1.3% | -3.6% | -4.9% |
| 30D | -8.0% | +3.5% | -11.5% | -8.2% |
| 3M | +14.3% | +9.9% | +4.4% | +13.5% |
| 6M | +5.3% | +4.5% | +0.8% | +4.7% |
| YTD | +7.7% | +13.7% | -5.9% | +6.4% |
| 1Y | +10.8% | +19.2% | -8.4% | +8.9% |
| 3Y | +9.6% | +46.2% | -36.6% | +5.0% |
| 5Y | -10.2% | +145.9% | -156.1% | -17.1% |
| All | +16.5% | +44.6% | -28.1% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling