+502.5%
CCJ vs AMCR
+96.6%
+405.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | +5.9% | -1.8% | +7.8% | +6.4% |
| 30D | +4.7% | -6.0% | +10.7% | +6.5% |
| 3M | -3.3% | +18.9% | -22.2% | -8.2% |
| 6M | -7.0% | +5.7% | -12.7% | -9.0% |
| YTD | +11.5% | +11.1% | +0.4% | +7.1% |
| 1Y | +32.3% | +12.7% | +19.6% | +26.3% |
| 3Y | +176.8% | +9.6% | +167.3% | +162.4% |
| 5Y | +351.8% | -10.3% | +362.1% | +355.1% |
| 10Y | +1,080.5% | +16.5% | +1,064.0% | +975.7% |
| All | +502.5% | +96.6% | +405.8% | +417.8% |
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