+30.7%
AMCR vs LEN
-21.9%
+52.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.8% | +0.2% |
| 7D | +6.2% | +10.5% | -4.3% | +1.8% |
| 30D | +16.0% | +24.6% | -8.6% | +5.3% |
| 3M | +4.4% | +6.6% | -2.3% | +1.1% |
| 6M | +35.5% | +10.6% | +24.9% | +28.8% |
| YTD | +21.5% | -8.3% | +29.8% | +23.2% |
| 1Y | +30.7% | -22.5% | +53.3% | +36.4% |
| All | +30.7% | -21.9% | +52.6% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling