+199.9%
B vs AMCR
+16.5%
+183.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.0% | -5.0% | -0.1% | -3.8% |
| 30D | +8.7% | -8.0% | +16.7% | +11.1% |
| 3M | +17.3% | +14.3% | +3.0% | +13.3% |
| 6M | -5.0% | +5.3% | -10.4% | -6.5% |
| YTD | +1.4% | +7.7% | -6.3% | -0.6% |
| 1Y | +50.5% | +10.8% | +39.7% | +46.3% |
| 3Y | +194.4% | +9.6% | +184.8% | +184.5% |
| 5Y | +156.7% | -10.2% | +166.9% | +157.9% |
| All | +199.9% | +16.5% | +183.4% | +183.3% |
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