+135.8%
D vs AMCR
+100.3%
+35.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -3.1% | -4.5% | +1.4% | -2.0% |
| 30D | +8.4% | +4.9% | +3.5% | +7.1% |
| 3M | +0.2% | -4.6% | +4.8% | +1.2% |
| 6M | +9.5% | +15.2% | -5.7% | +5.4% |
| YTD | +18.8% | +9.7% | +9.1% | +14.9% |
| 1Y | +14.7% | +10.5% | +4.2% | +10.7% |
| 3Y | +72.9% | +13.8% | +59.1% | +64.4% |
| 5Y | +13.1% | -9.1% | +22.2% | +12.5% |
| 10Y | +47.2% | +18.6% | +28.5% | +31.9% |
| All | +135.8% | +100.3% | +35.5% | +110.8% |
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