+103.0%
AMCR vs CAPR
-89.8%
+192.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +26.5% | -28.3% | -2.0% |
| 7D | -8.5% | +25.8% | -34.3% | -8.7% |
| 30D | +6.8% | +50.2% | -43.4% | +6.3% |
| 3M | -5.0% | +185.5% | -190.5% | -6.2% |
| 6M | +13.9% | -64.8% | +78.7% | +14.1% |
| YTD | +11.2% | -61.1% | +72.3% | +11.2% |
| 1Y | +11.3% | +81.0% | -69.6% | +7.2% |
| 3Y | +15.4% | +300.7% | -285.3% | +8.5% |
| 5Y | -7.7% | +223.3% | -231.1% | -13.6% |
| 10Y | +20.2% | -58.8% | +79.0% | +8.5% |
| All | +103.0% | -89.8% | +192.8% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling