+119.3%
CMS vs AMCR
+16.8%
+102.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.2% |
| 7D | +0.2% | -6.3% | +6.4% | +1.7% |
| 30D | -1.3% | -7.1% | +5.8% | +0.4% |
| 3M | -5.4% | +12.7% | -18.1% | -8.4% |
| 6M | -10.3% | +5.2% | -15.5% | -12.1% |
| YTD | -0.2% | +8.1% | -8.3% | -3.3% |
| 1Y | -0.9% | +11.7% | -12.6% | -5.0% |
| 3Y | +34.0% | +9.9% | +24.0% | +27.3% |
| 5Y | +23.6% | -8.7% | +32.2% | +22.6% |
| All | +119.3% | +16.8% | +102.5% | +93.6% |
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 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