+13.1%
D vs AMCR
-6.2%
+19.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | -3.8% | +6.2% | +3.5% |
| 30D | +10.9% | +8.3% | +2.6% | +8.3% |
| 3M | +2.8% | -2.7% | +5.5% | +3.5% |
| 6M | +12.7% | +16.7% | -4.0% | +6.9% |
| YTD | +20.3% | +13.2% | +7.1% | +13.9% |
| 1Y | +17.1% | +13.7% | +3.4% | +10.6% |
| 3Y | +75.1% | +17.4% | +57.7% | +59.8% |
| 5Y | +13.1% | -5.9% | +19.1% | +13.8% |
| All | +13.1% | -6.2% | +19.4% | +13.8% |
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