+18.6%
AMCR vs CAPR
-65.7%
+84.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.1% |
| 7D | -2.4% | +5.9% | -8.3% | -2.5% |
| 30D | +3.6% | +44.6% | -41.0% | +3.1% |
| 3M | -4.2% | +126.4% | -130.6% | -5.3% |
| 6M | +15.5% | -68.6% | +84.1% | +15.9% |
| YTD | +9.7% | -67.0% | +76.7% | +10.0% |
| 1Y | +8.3% | +65.2% | -56.9% | +4.0% |
| 3Y | +15.4% | +235.6% | -220.2% | +7.7% |
| 5Y | -9.1% | +175.4% | -184.5% | -15.7% |
| All | +18.6% | -65.7% | +84.4% | +5.6% |
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