+142.3%
CI vs AMCR
+16.5%
+125.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | -5.0% | +3.6% | +0.4% |
| 30D | +3.1% | -8.0% | +11.1% | +6.0% |
| 3M | -4.5% | +14.3% | -18.8% | -9.4% |
| 6M | +8.3% | +5.3% | +2.9% | +5.1% |
| YTD | +3.8% | +7.7% | -3.9% | -0.7% |
| 1Y | -5.0% | +10.8% | -15.9% | -10.2% |
| 3Y | +5.8% | +9.6% | -3.8% | -1.9% |
| 5Y | +50.6% | -10.2% | +60.8% | +49.6% |
| All | +142.3% | +16.5% | +125.8% | +98.7% |
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 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