+1,056.5%
CCJ vs AMCR
+14.6%
+1,041.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -4.0% | -6.3% | +2.2% | -1.9% |
| 30D | -2.4% | -7.8% | +5.4% | +0.3% |
| 3M | -2.3% | +7.5% | -9.8% | -5.2% |
| 6M | -16.2% | +2.7% | -18.9% | -17.5% |
| YTD | +5.7% | +6.0% | -0.4% | +2.2% |
| 1Y | +21.3% | +7.8% | +13.5% | +16.2% |
| 3Y | +159.4% | +5.8% | +153.6% | +144.6% |
| 5Y | +300.7% | -11.6% | +312.3% | +305.8% |
| All | +1,056.5% | +14.6% | +1,041.8% | +902.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling