+10.8%
AMCR vs TMF
-25.6%
+36.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.9% |
| 7D | -5.0% | -4.8% | -0.2% | -3.3% |
| 30D | -8.0% | -4.9% | -3.1% | -6.5% |
| 3M | +14.3% | -13.4% | +27.7% | +19.9% |
| 6M | +5.3% | -23.0% | +28.4% | +12.3% |
| YTD | +7.7% | -20.2% | +27.9% | +14.5% |
| 1Y | +10.8% | -26.5% | +37.3% | +19.8% |
| All | +10.8% | -25.6% | +36.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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