+650.2%
CI vs AMCR
+100.3%
+549.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.2% | -2.4% | +3.5% | +1.8% |
| 30D | +2.6% | +3.6% | -1.0% | +1.6% |
| 3M | +7.4% | -4.2% | +11.6% | +8.5% |
| 6M | -0.1% | +15.5% | -15.6% | -4.4% |
| YTD | +9.7% | +9.7% | 0.0% | +5.6% |
| 1Y | +12.1% | +8.3% | +3.8% | +8.3% |
| 3Y | +7.0% | +15.4% | -8.3% | +0.2% |
| 5Y | +49.7% | -9.1% | +58.8% | +48.9% |
| 10Y | +147.2% | +18.6% | +128.6% | +115.6% |
| All | +650.2% | +100.3% | +549.9% | +557.1% |
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