-5.9%
AMCR vs AR
+87.1%
-93.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.4% |
| 7D | -3.8% | -5.8% | +2.0% | -3.4% |
| 30D | +8.3% | +4.8% | +3.5% | +7.8% |
| 3M | -2.7% | +1.5% | -4.2% | -3.0% |
| 6M | +16.7% | +4.7% | +12.0% | +15.8% |
| YTD | +13.2% | +9.2% | +4.0% | +11.1% |
| 1Y | +13.7% | +11.2% | +2.6% | +11.3% |
| 3Y | +17.4% | +46.2% | -28.8% | +8.3% |
| 5Y | -5.9% | +98.1% | -104.0% | -15.5% |
| All | -5.9% | +87.1% | -93.0% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling