+911.5%
BE vs AMCR
+24.1%
+887.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.6% |
| 6M | +53.5% | +1.5% | +52.0% | +46.6% |
| YTD | +191.0% | +13.1% | +177.9% | +149.3% |
| 1Y | +360.5% | +13.0% | +347.5% | +290.4% |
| 3Y | +1,568.0% | +6.9% | +1,561.1% | +1,313.7% |
| 5Y | +1,055.2% | -10.5% | +1,065.6% | +1,046.0% |
| All | +911.5% | +24.1% | +887.4% | +587.4% |
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