+136.1%
C vs AMCR
-9.6%
+145.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | -5.0% | +5.2% | +2.3% |
| 30D | +2.0% | -8.0% | +10.0% | +5.3% |
| 3M | +4.4% | +14.3% | -9.9% | -2.0% |
| 6M | +28.3% | +5.3% | +23.0% | +24.2% |
| YTD | +20.5% | +7.7% | +12.7% | +14.1% |
| 1Y | +45.5% | +10.8% | +34.7% | +35.6% |
| 3Y | +274.0% | +9.6% | +264.4% | +236.8% |
| 5Y | +136.1% | -10.2% | +146.3% | +142.7% |
| All | +136.1% | -9.6% | +145.7% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling