+16.5%
AMCR vs CAPR
-78.6%
+95.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | -5.0% | -10.6% | +5.6% | -4.8% |
| 30D | -8.0% | +111.2% | -119.2% | -8.9% |
| 3M | +14.3% | -67.2% | +81.5% | +14.8% |
| 6M | +5.3% | -75.1% | +80.5% | +6.1% |
| YTD | +7.7% | -71.2% | +79.0% | +8.2% |
| 1Y | +10.8% | +31.1% | -20.3% | +6.8% |
| 3Y | +9.6% | +31.3% | -21.7% | +3.6% |
| 5Y | -10.2% | +69.4% | -79.6% | -16.1% |
| All | +16.5% | -78.6% | +95.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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