+268.6%
ARM vs AMCR
+14.2%
+254.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | -2.4% | +11.5% | +9.9% |
| 30D | -19.9% | +3.6% | -23.5% | -21.2% |
| 3M | -31.6% | -4.2% | -27.4% | -31.0% |
| 6M | -13.9% | +15.5% | -29.4% | -20.0% |
| YTD | +74.3% | +9.7% | +64.6% | +62.9% |
| 1Y | +35.8% | +8.3% | +27.5% | +27.4% |
| 3Y | +268.6% | +15.4% | +253.2% | +233.5% |
| All | +268.6% | +14.2% | +254.4% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling