+219.8%
CFG vs AMCR
+20.2%
+199.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.9% |
| 7D | -0.8% | -8.5% | +7.7% | +4.7% |
| 30D | +3.1% | +6.8% | -3.6% | -1.2% |
| 3M | -9.7% | -5.0% | -4.7% | -7.4% |
| 6M | +6.7% | +13.9% | -7.2% | -2.9% |
| YTD | +15.2% | +11.2% | +4.0% | +4.2% |
| 1Y | +28.8% | +11.3% | +17.5% | +16.3% |
| 3Y | +190.1% | +15.4% | +174.7% | +146.9% |
| 5Y | +63.4% | -7.7% | +71.1% | +61.6% |
| 10Y | +219.8% | +20.2% | +199.5% | +145.0% |
| All | +219.8% | +20.2% | +199.5% | +145.0% |
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