+661.4%
CI vs AMCR
+103.0%
+558.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -1.3% | -8.5% | +7.2% | +1.0% |
| 30D | +6.4% | +6.8% | -0.4% | +4.5% |
| 3M | +10.7% | -5.0% | +15.7% | +12.0% |
| 6M | +5.5% | +13.9% | -8.4% | +1.3% |
| YTD | +11.4% | +11.2% | +0.2% | +6.8% |
| 1Y | +15.0% | +11.3% | +3.7% | +10.2% |
| 3Y | +9.0% | +15.4% | -6.4% | +2.1% |
| 5Y | +52.0% | -7.7% | +59.7% | +50.5% |
| 10Y | +150.9% | +20.2% | +130.7% | +118.0% |
| All | +661.4% | +103.0% | +558.5% | +564.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling