+78.7%
CME vs AMCR
-9.6%
+88.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.4% | -5.0% | +2.6% | -2.0% |
| 30D | +6.2% | -8.0% | +14.2% | +6.9% |
| 3M | +4.4% | +14.3% | -9.9% | +2.9% |
| 6M | -9.6% | +5.3% | -15.0% | -10.3% |
| YTD | +3.8% | +7.7% | -4.0% | +2.4% |
| 1Y | +9.5% | +10.8% | -1.3% | +7.6% |
| 3Y | +51.9% | +9.6% | +42.3% | +46.2% |
| 5Y | +78.7% | -10.2% | +88.9% | +79.8% |
| All | +78.7% | -9.6% | +88.3% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling