+62.0%
CFG vs AMCR
-5.9%
+67.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.7% | -3.8% | +4.5% | +2.8% |
| 30D | +2.8% | +8.3% | -5.5% | -1.8% |
| 3M | -10.1% | -2.7% | -7.4% | -9.2% |
| 6M | +3.2% | +16.7% | -13.5% | -6.3% |
| YTD | +14.2% | +13.2% | +1.0% | +3.3% |
| 1Y | +27.4% | +13.7% | +13.7% | +14.8% |
| 3Y | +187.6% | +17.4% | +170.1% | +140.0% |
| All | +62.0% | -5.9% | +67.9% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling