+66.4%
CME vs AMCR
+14.2%
+52.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | -2.4% | +6.3% | +3.9% |
| 30D | +11.3% | +3.6% | +7.7% | +11.6% |
| 3M | +19.6% | -4.2% | +23.8% | +19.5% |
| 6M | +8.1% | +15.5% | -7.4% | +8.7% |
| YTD | +20.4% | +9.7% | +10.7% | +21.2% |
| 1Y | +16.5% | +8.3% | +8.2% | +17.3% |
| 3Y | +66.4% | +15.4% | +51.1% | +74.6% |
| All | +66.4% | +14.2% | +52.2% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling