+35.5%
D vs AMCR
+16.5%
+19.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.6% | -5.0% | +3.3% | -0.1% |
| 30D | -3.5% | -8.0% | +4.5% | -1.2% |
| 3M | -1.6% | +14.3% | -15.9% | -5.9% |
| 6M | +5.8% | +5.3% | +0.5% | +3.1% |
| YTD | +14.5% | +7.7% | +6.7% | +10.2% |
| 1Y | +14.2% | +10.8% | +3.3% | +8.6% |
| 3Y | +59.0% | +9.6% | +49.4% | +50.1% |
| 5Y | +5.4% | -10.2% | +15.6% | +4.8% |
| All | +35.5% | +16.5% | +19.0% | +15.2% |
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