+9.6%
AMCR vs CAPR
+42.0%
-32.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.8% |
| 7D | -1.8% | -9.5% | +7.7% | -1.8% |
| 30D | -6.0% | +121.5% | -127.5% | -6.6% |
| 3M | +18.9% | -65.4% | +84.3% | +19.2% |
| 6M | +5.7% | -67.5% | +73.2% | +5.9% |
| YTD | +11.1% | -68.6% | +79.7% | +11.4% |
| 1Y | +12.7% | +42.7% | -30.0% | +10.0% |
| 3Y | +9.6% | +43.4% | -33.8% | +1.7% |
| All | +9.6% | +42.0% | -32.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling