-6.4%
AMT vs AMCR
+11.5%
-17.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.2% | -3.3% | +3.0% | +0.1% |
| 30D | +4.6% | -5.4% | +10.1% | +5.2% |
| 3M | -8.4% | +20.0% | -28.4% | -10.5% |
| 6M | -6.0% | 0.0% | -6.1% | -5.5% |
| YTD | +2.1% | +11.5% | -9.4% | +1.5% |
| 1Y | -6.4% | +11.4% | -17.8% | -6.9% |
| All | -6.4% | +11.5% | -17.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling