+269.3%
C vs AMCR
+10.1%
+259.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +3.2% | -1.8% | +5.0% | +3.7% |
| 30D | +1.3% | -6.0% | +7.3% | +3.1% |
| 3M | +3.1% | +18.9% | -15.8% | -2.7% |
| 6M | +29.6% | +5.7% | +24.0% | +26.3% |
| YTD | +19.0% | +11.1% | +7.9% | +13.2% |
| 1Y | +45.6% | +12.7% | +32.9% | +37.6% |
| 3Y | +269.3% | +9.6% | +259.7% | +239.2% |
| All | +269.3% | +10.1% | +259.2% | +239.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling