+311.3%
ARM vs AMCR
+8.3%
+303.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.4% |
| 7D | +11.4% | -1.8% | +13.2% | +12.1% |
| 30D | -7.4% | -6.0% | -1.4% | -5.4% |
| 3M | -24.5% | +18.9% | -43.4% | -30.6% |
| 6M | +128.7% | +5.7% | +123.0% | +118.1% |
| YTD | +139.3% | +11.1% | +128.2% | +122.6% |
| 1Y | +88.0% | +12.7% | +75.2% | +73.2% |
| All | +311.3% | +8.3% | +303.0% | +305.2% |
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 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