+45.5%
C vs AMCR
+11.5%
+34.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | -5.0% | +5.2% | +1.3% |
| 30D | +2.0% | -8.0% | +10.0% | +3.7% |
| 3M | +4.4% | +14.3% | -9.9% | +0.9% |
| 6M | +28.3% | +5.3% | +23.0% | +24.7% |
| YTD | +20.5% | +7.7% | +12.7% | +16.7% |
| 1Y | +45.5% | +10.8% | +34.7% | +40.6% |
| All | +45.5% | +11.5% | +34.0% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling