+68.5%
COST vs AMCR
+6.5%
+62.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | -1.2% | -6.3% | +5.1% | -0.6% |
| 30D | -4.7% | -7.8% | +3.1% | -4.0% |
| 3M | -7.1% | +7.5% | -14.7% | -7.9% |
| 6M | -8.5% | +2.7% | -11.2% | -8.8% |
| YTD | +5.4% | +6.0% | -0.6% | +4.3% |
| 1Y | -5.6% | +7.8% | -13.4% | -6.8% |
| 3Y | +68.5% | +5.8% | +62.7% | +64.5% |
| All | +68.5% | +6.5% | +62.0% | +64.5% |
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