+513.2%
C vs AMCR
+100.3%
+412.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +4.7% | -4.5% | +9.2% | +6.7% |
| 30D | +0.2% | +4.9% | -4.7% | -2.0% |
| 3M | -9.3% | -4.6% | -4.8% | -7.9% |
| 6M | -0.8% | +15.2% | -16.0% | -7.6% |
| YTD | +8.5% | +9.7% | -1.2% | +2.0% |
| 1Y | +23.1% | +10.5% | +12.6% | +15.2% |
| 3Y | +220.8% | +13.8% | +206.9% | +189.7% |
| 5Y | +112.4% | -9.1% | +121.5% | +111.2% |
| 10Y | +217.9% | +18.6% | +199.3% | +165.7% |
| All | +513.2% | +100.3% | +412.9% | +374.1% |
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