+100.2%
AMCR vs CAPR
-91.5%
+191.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -1.9% | -2.0% | +0.1% | -1.9% |
| 30D | -4.1% | +139.2% | -143.3% | -5.1% |
| 3M | +21.7% | -66.4% | +88.0% | +22.1% |
| 6M | +1.5% | -63.1% | +64.6% | +1.7% |
| YTD | +13.1% | -67.4% | +80.6% | +13.5% |
| 1Y | +13.0% | +58.2% | -45.3% | +9.0% |
| 3Y | +6.9% | +42.2% | -35.3% | +1.8% |
| 5Y | -10.5% | +87.3% | -97.7% | -15.6% |
| 10Y | +20.9% | -75.3% | +96.1% | +9.7% |
| All | +100.2% | -91.5% | +191.7% | +76.6% |
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 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