+1,368.8%
COST vs AMCR
+97.2%
+1,271.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -2.8% | -6.3% | +3.5% | -1.8% |
| 30D | -5.3% | -7.1% | +1.9% | -4.2% |
| 3M | -6.7% | +12.7% | -19.3% | -8.6% |
| 6M | -9.9% | +5.2% | -15.1% | -11.1% |
| YTD | +5.1% | +8.1% | -2.9% | +3.1% |
| 1Y | -7.3% | +11.7% | -19.0% | -9.7% |
| 3Y | +70.4% | +9.9% | +60.5% | +65.0% |
| 5Y | +104.4% | -8.7% | +113.1% | +104.3% |
| 10Y | +609.0% | +16.8% | +592.2% | +570.6% |
| All | +1,368.8% | +97.2% | +1,271.6% | +1,317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling