+96.6%
AMCR vs BR
+959.9%
-863.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -5.0% | -6.0% | +1.0% | -3.5% |
| 30D | -8.0% | -0.9% | -7.1% | -7.8% |
| 3M | +14.3% | +16.4% | -2.1% | +9.8% |
| 6M | +5.3% | -8.2% | +13.5% | +7.0% |
| YTD | +7.7% | -23.2% | +31.0% | +14.2% |
| 1Y | +10.8% | -30.9% | +41.8% | +20.8% |
| 3Y | +9.6% | -5.0% | +14.6% | +9.7% |
| 5Y | -10.2% | +8.8% | -19.0% | -14.2% |
| 10Y | +16.5% | +190.1% | -173.6% | +5.6% |
| All | +96.6% | +959.9% | -863.3% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling