+106.2%
AMT vs AMCR
+14.6%
+91.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.3% |
| 7D | +1.1% | -6.3% | +7.4% | +3.2% |
| 30D | +4.4% | -7.8% | +12.2% | +7.0% |
| 3M | -5.2% | +7.5% | -12.7% | -7.9% |
| 6M | -0.8% | +2.7% | -3.5% | -2.9% |
| YTD | +3.3% | +6.0% | -2.7% | -0.4% |
| 1Y | -6.0% | +7.8% | -13.8% | -10.1% |
| 3Y | +9.6% | +5.8% | +3.8% | +3.8% |
| 5Y | -29.2% | -11.6% | -17.6% | -28.9% |
| All | +106.2% | +14.6% | +91.6% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling