+24.1%
CMS vs AMCR
-9.8%
+34.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +1.2% | -1.8% | +3.1% | +1.7% |
| 30D | -3.2% | -6.0% | +2.9% | -1.8% |
| 3M | -2.2% | +18.9% | -21.1% | -6.6% |
| 6M | -9.4% | +5.7% | -15.1% | -11.2% |
| YTD | +0.7% | +11.1% | -10.4% | -3.2% |
| 1Y | +0.4% | +12.7% | -12.4% | -4.2% |
| 3Y | +35.2% | +9.6% | +25.6% | +27.5% |
| 5Y | +24.1% | -10.3% | +34.5% | +23.4% |
| All | +24.1% | -9.8% | +34.0% | +23.4% |
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