+107.7%
COST vs AMCR
-12.3%
+120.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.6% |
| 7D | -1.2% | -6.3% | +5.1% | +0.2% |
| 30D | -4.7% | -7.8% | +3.1% | -3.0% |
| 3M | -7.1% | +7.5% | -14.7% | -9.0% |
| 6M | -8.5% | +2.7% | -11.2% | -9.6% |
| YTD | +5.4% | +6.0% | -0.6% | +2.6% |
| 1Y | -5.6% | +7.8% | -13.4% | -8.7% |
| 3Y | +68.5% | +5.8% | +62.7% | +58.7% |
| All | +107.7% | -12.3% | +120.0% | +115.7% |
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