+577.0%
C vs AMCR
+106.4%
+470.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | -1.9% | +5.5% | +4.4% |
| 30D | +0.1% | -4.1% | +4.1% | +1.7% |
| 3M | +2.4% | +21.7% | -19.3% | -6.4% |
| 6M | +24.9% | +1.5% | +23.4% | +22.8% |
| YTD | +19.8% | +13.1% | +6.7% | +11.4% |
| 1Y | +44.9% | +16.5% | +28.4% | +32.6% |
| 3Y | +263.0% | +10.3% | +252.7% | +233.5% |
| 5Y | +129.5% | -7.7% | +137.2% | +127.3% |
| 10Y | +291.6% | +24.6% | +267.0% | +224.0% |
| All | +577.0% | +106.4% | +470.5% | +418.2% |
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 2026-09-04: 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 2026-09-04 analysis · Full analysis span regression · 6 months rolling