+185.4%
ARM vs AMCR
+13.8%
+171.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -10.4% | -3.8% | -6.6% | -9.0% |
| 30D | -31.8% | +8.3% | -40.2% | -34.1% |
| 3M | -32.2% | -2.7% | -29.5% | -31.9% |
| 6M | -14.9% | +16.7% | -31.6% | -21.5% |
| YTD | +66.0% | +13.2% | +52.8% | +52.8% |
| 1Y | +17.2% | +13.7% | +3.5% | +7.5% |
| 3Y | +247.2% | +17.4% | +229.8% | +199.5% |
| All | +185.4% | +13.8% | +171.6% | +174.8% |
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