+7,135.9%
AMD vs AMCR
+100.2%
+7,035.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | -1.9% | +4.4% | +3.2% |
| 30D | -0.9% | -4.1% | +3.2% | +0.3% |
| 3M | -8.7% | +21.7% | -30.4% | -15.2% |
| 6M | +136.3% | +1.5% | +134.9% | +132.7% |
| YTD | +123.0% | +13.1% | +109.9% | +109.8% |
| 1Y | +195.2% | +13.0% | +182.2% | +176.6% |
| 3Y | +336.3% | +6.9% | +329.4% | +310.9% |
| 5Y | +334.5% | -10.5% | +344.9% | +339.4% |
| 10Y | +6,259.1% | +20.9% | +6,238.2% | +5,589.4% |
| All | +7,135.9% | +100.2% | +7,035.7% | +6,050.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling