+158.8%
B vs AMCR
-10.2%
+169.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.2% |
| 7D | +1.0% | -6.3% | +7.3% | +3.5% |
| 30D | +9.5% | -7.1% | +16.6% | +12.6% |
| 3M | +14.3% | +12.7% | +1.7% | +9.1% |
| 6M | -1.9% | +5.2% | -7.0% | -4.3% |
| YTD | +4.1% | +8.1% | -4.0% | +0.6% |
| 1Y | +56.1% | +11.7% | +44.4% | +49.0% |
| 3Y | +202.0% | +9.9% | +192.1% | +182.8% |
| 5Y | +158.8% | -8.7% | +167.5% | +165.8% |
| All | +158.8% | -10.2% | +169.0% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling