-7.1%
CMG vs AMCR
+6.5%
-13.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -2.1% | -6.3% | +4.2% | -0.5% |
| 30D | +10.9% | -7.8% | +18.7% | +13.1% |
| 3M | +15.8% | +7.5% | +8.3% | +13.5% |
| 6M | +6.9% | +2.7% | +4.3% | +5.5% |
| YTD | -2.2% | +6.0% | -8.2% | -4.6% |
| 1Y | -7.1% | +7.8% | -14.9% | -9.8% |
| 3Y | -7.1% | +5.8% | -12.9% | -10.1% |
| All | -7.1% | +6.5% | -13.6% | -10.1% |
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 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