+316.5%
AU vs AMCR
+96.6%
+219.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -7.0% | -5.0% | -2.0% | -5.8% |
| 30D | +7.3% | -8.0% | +15.3% | +9.5% |
| 3M | +33.2% | +14.3% | +18.9% | +29.2% |
| 6M | -0.6% | +5.3% | -6.0% | -1.8% |
| YTD | +26.2% | +7.7% | +18.4% | +24.3% |
| 1Y | +68.3% | +10.8% | +57.4% | +64.7% |
| 3Y | +592.1% | +9.6% | +582.5% | +573.9% |
| 5Y | +685.3% | -10.2% | +695.4% | +690.5% |
| 10Y | +682.5% | +16.5% | +666.1% | +656.8% |
| All | +316.5% | +96.6% | +219.9% | +306.8% |
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 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