+175.9%
B vs AMCR
+15.7%
+160.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | -2.7% | -8.5% | +5.8% | +0.6% |
| 30D | -4.3% | +6.8% | -11.1% | -7.0% |
| 3M | -2.3% | -5.0% | +2.7% | -0.6% |
| 6M | -16.2% | +13.9% | -30.1% | -20.6% |
| YTD | -8.8% | +11.2% | -20.0% | -12.9% |
| 1Y | +11.4% | +11.3% | 0.0% | +6.3% |
| All | +175.9% | +15.7% | +160.2% | +156.0% |
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