+895.0%
CME vs AMCR
+100.2%
+794.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +6.2% | -4.1% | +10.3% | +7.0% |
| 3M | +10.4% | +21.7% | -11.3% | +5.8% |
| 6M | -9.5% | +1.5% | -11.0% | -10.4% |
| YTD | +6.0% | +13.1% | -7.1% | +2.1% |
| 1Y | +9.3% | +13.0% | -3.7% | +5.2% |
| 3Y | +57.7% | +6.9% | +50.7% | +50.8% |
| 5Y | +77.7% | -10.5% | +88.1% | +76.3% |
| 10Y | +281.2% | +20.9% | +260.4% | +228.1% |
| All | +895.0% | +100.2% | +794.8% | +751.7% |
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