+199.0%
AMD vs AMCR
-4.7%
+203.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.2% | +12.0% |
| 7D | -11.0% | -5.3% | -5.7% | -8.7% |
| 30D | -30.5% | +8.7% | -39.2% | -33.4% |
| 3M | -8.2% | -3.3% | -4.9% | -7.4% |
| 6M | +6.6% | +15.1% | -8.5% | -2.9% |
| YTD | +109.7% | +12.4% | +97.3% | +87.7% |
| 1Y | +88.9% | +15.8% | +73.1% | +65.7% |
| 3Y | +301.8% | +16.7% | +285.1% | +222.9% |
| All | +199.0% | -4.7% | +203.7% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling