+258.5%
AMT vs AMCR
+100.2%
+158.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | +4.6% | -4.1% | +8.7% | +5.7% |
| 3M | -8.4% | +21.7% | -30.1% | -13.3% |
| 6M | -6.0% | +1.5% | -7.5% | -7.1% |
| YTD | +2.1% | +13.1% | -11.0% | -2.2% |
| 1Y | -6.4% | +13.0% | -19.4% | -10.5% |
| 3Y | +8.1% | +6.9% | +1.1% | +3.8% |
| 5Y | -31.9% | -10.5% | -21.5% | -31.8% |
| 10Y | +97.1% | +20.9% | +76.2% | +76.6% |
| All | +258.5% | +100.2% | +158.3% | +202.1% |
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