+9.6%
AMCR vs TMF
-42.4%
+52.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.8% | +1.0% | -2.8% | -2.0% |
| 30D | -6.0% | -1.8% | -4.2% | -5.8% |
| 3M | +18.9% | -8.2% | +27.2% | +20.5% |
| 6M | +5.7% | -19.5% | +25.1% | +8.8% |
| YTD | +11.1% | -16.0% | +27.1% | +13.7% |
| 1Y | +12.7% | -22.5% | +35.2% | +16.5% |
| 3Y | +9.6% | -42.3% | +51.9% | +13.4% |
| All | +9.6% | -42.4% | +52.0% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling