+46.6%
B vs AMCR
+103.0%
-56.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -2.7% | -8.5% | +5.8% | -0.6% |
| 30D | -4.3% | +6.8% | -11.1% | -5.9% |
| 3M | -2.3% | -5.0% | +2.7% | -1.2% |
| 6M | -16.2% | +13.9% | -30.1% | -18.9% |
| YTD | -8.8% | +11.2% | -20.0% | -11.3% |
| 1Y | +11.4% | +11.3% | 0.0% | +8.3% |
| 3Y | +174.3% | +15.4% | +158.9% | +162.8% |
| 5Y | +116.2% | -7.7% | +123.9% | +115.6% |
| 10Y | +222.7% | +20.2% | +202.5% | +199.3% |
| All | +46.6% | +103.0% | -56.4% | +30.8% |
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