+38.2%
CFG vs AMCR
+10.0%
+28.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.2% |
| 7D | -0.6% | -6.3% | +5.7% | +1.1% |
| 30D | -4.5% | -7.1% | +2.6% | -2.7% |
| 3M | +6.3% | +12.7% | -6.3% | +3.0% |
| 6M | +20.6% | +5.2% | +15.5% | +17.4% |
| YTD | +21.2% | +8.1% | +13.2% | +17.5% |
| 1Y | +38.2% | +11.7% | +26.5% | +35.7% |
| All | +38.2% | +10.0% | +28.2% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling