+376.3%
AMD vs AMCR
-9.8%
+386.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.8% |
| 7D | +10.0% | -1.8% | +11.9% | +10.9% |
| 30D | +4.6% | -6.0% | +10.7% | +7.6% |
| 3M | +3.1% | +18.9% | -15.8% | -7.3% |
| 6M | +162.8% | +5.7% | +157.2% | +150.0% |
| YTD | +136.2% | +11.1% | +125.1% | +113.5% |
| 1Y | +234.0% | +12.7% | +221.3% | +196.5% |
| 3Y | +376.7% | +9.6% | +367.1% | +301.4% |
| 5Y | +376.3% | -10.3% | +386.7% | +389.2% |
| All | +376.3% | -9.8% | +386.2% | +389.2% |
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