+609.7%
CI vs AMCR
+100.2%
+509.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | -1.9% | +3.2% | +1.8% |
| 30D | +4.4% | -4.1% | +8.5% | +5.5% |
| 3M | +0.7% | +21.7% | -21.0% | -4.8% |
| 6M | +0.3% | +1.5% | -1.1% | -0.8% |
| YTD | +3.8% | +13.1% | -9.3% | -0.8% |
| 1Y | -5.5% | +13.0% | -18.5% | -9.7% |
| 3Y | +8.1% | +6.9% | +1.2% | +3.5% |
| 5Y | +42.8% | -10.5% | +53.3% | +42.7% |
| 10Y | +143.9% | +20.9% | +123.0% | +113.0% |
| All | +609.7% | +100.2% | +509.5% | +522.5% |
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