-30.9%
AMT vs AMCR
-10.2%
-20.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.8% |
| 7D | +1.5% | -6.3% | +7.7% | +3.7% |
| 30D | +3.7% | -7.1% | +10.9% | +6.3% |
| 3M | -7.2% | +12.7% | -19.9% | -11.8% |
| 6M | -4.2% | +5.2% | -9.3% | -7.0% |
| YTD | +1.9% | +8.1% | -6.2% | -2.9% |
| 1Y | -6.4% | +11.7% | -18.1% | -12.3% |
| 3Y | +7.7% | +9.9% | -2.2% | -2.3% |
| 5Y | -30.9% | -8.7% | -22.2% | -32.2% |
| All | -30.9% | -10.2% | -20.7% | -32.2% |
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