+137.7%
D vs AMCR
+103.0%
+34.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -2.4% | -8.5% | +6.1% | -0.4% |
| 30D | +9.0% | +6.8% | +2.2% | +7.3% |
| 3M | +1.0% | -5.0% | +6.0% | +2.0% |
| 6M | +11.0% | +13.9% | -2.9% | +7.2% |
| YTD | +19.8% | +11.2% | +8.6% | +15.4% |
| 1Y | +16.0% | +11.3% | +4.6% | +11.7% |
| 3Y | +74.4% | +15.4% | +59.0% | +65.2% |
| 5Y | +13.5% | -7.7% | +21.3% | +12.5% |
| 10Y | +48.4% | +20.2% | +28.1% | +32.5% |
| All | +137.7% | +103.0% | +34.7% | +111.8% |
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 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