+68.0%
B vs AMCR
+100.2%
-32.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +9.4% | -4.1% | +13.5% | +10.5% |
| 3M | +5.0% | +21.7% | -16.7% | +0.2% |
| 6M | -3.5% | +1.5% | -5.0% | -4.2% |
| YTD | +4.5% | +13.1% | -8.7% | +1.3% |
| 1Y | +67.8% | +13.0% | +54.8% | +62.6% |
| 3Y | +196.7% | +6.9% | +189.8% | +188.5% |
| 5Y | +151.9% | -10.5% | +162.4% | +152.7% |
| 10Y | +202.2% | +20.9% | +181.3% | +180.3% |
| All | +68.0% | +100.2% | -32.2% | +50.3% |
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 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