+136.6%
CMS vs AMCR
+22.4%
+114.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.5% | -3.8% | +4.3% | +1.4% |
| 30D | +7.4% | +8.3% | -0.9% | +5.3% |
| 3M | +1.9% | -2.7% | +4.6% | +2.3% |
| 6M | -2.3% | +16.7% | -19.0% | -6.4% |
| YTD | +3.0% | +13.2% | -10.3% | -1.5% |
| 1Y | -2.8% | +13.7% | -16.5% | -7.1% |
| 3Y | +37.9% | +17.4% | +20.5% | +28.9% |
| 5Y | +34.0% | -5.9% | +39.9% | +31.9% |
| All | +136.6% | +22.4% | +114.2% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling