+911.5%
BE vs AMCR
+27.9%
+883.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +20.0% | -1.9% | +21.8% | +21.4% |
| 30D | +7.9% | -4.1% | +12.0% | +10.4% |
| 3M | -13.2% | +21.7% | -34.9% | -26.7% |
| 6M | +53.5% | +1.5% | +52.0% | +46.6% |
| YTD | +191.0% | +13.1% | +177.9% | +149.1% |
| 1Y | +360.5% | +16.5% | +344.0% | +281.0% |
| 3Y | +1,568.0% | +10.3% | +1,557.8% | +1,279.6% |
| 5Y | +1,055.2% | -7.7% | +1,062.9% | +1,018.3% |
| All | +911.5% | +27.9% | +883.5% | +570.8% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling