+76.7%
CF vs AMCR
+11.6%
+65.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +6.0% | -1.9% | +7.9% | +6.0% |
| 30D | +14.8% | -4.1% | +18.9% | +14.9% |
| 3M | +14.1% | +21.7% | -7.6% | +13.0% |
| 6M | +28.5% | +1.5% | +27.0% | +31.8% |
| YTD | +74.9% | +13.1% | +61.8% | +73.2% |
| 1Y | +61.7% | +13.0% | +48.7% | +60.0% |
| All | +76.7% | +11.6% | +65.1% | +70.3% |
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