+100.3%
AMCR vs CAPR
-90.7%
+191.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.7% | +7.4% | -1.2% |
| 7D | -4.5% | +19.1% | -23.5% | -4.7% |
| 30D | +4.9% | +48.8% | -44.0% | +4.4% |
| 3M | -4.6% | +144.4% | -149.0% | -5.7% |
| 6M | +15.2% | -67.5% | +82.7% | +15.5% |
| YTD | +9.7% | -64.5% | +74.3% | +9.9% |
| 1Y | +10.5% | +74.4% | -64.0% | +6.4% |
| 3Y | +13.8% | +265.7% | -251.9% | +7.2% |
| 5Y | -9.1% | +196.0% | -205.1% | -14.9% |
| 10Y | +18.6% | -62.4% | +81.0% | +7.2% |
| All | +100.3% | -90.7% | +191.0% | +76.3% |
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