+1,003.0%
BE vs AMCR
+19.9%
+983.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.3% | +7.8% |
| 7D | +9.0% | -6.3% | +15.3% | +13.8% |
| 30D | +16.3% | -7.8% | +24.1% | +22.2% |
| 3M | +10.8% | +7.5% | +3.3% | +2.0% |
| 6M | +73.2% | +2.7% | +70.5% | +63.1% |
| YTD | +217.4% | +6.0% | +211.3% | +183.5% |
| 1Y | +309.8% | +7.8% | +302.0% | +257.1% |
| 3Y | +1,726.2% | +5.8% | +1,720.4% | +1,445.4% |
| 5Y | +1,306.2% | -11.6% | +1,317.8% | +1,296.3% |
| All | +1,003.0% | +19.9% | +983.1% | +663.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling