+130.0%
D vs AMCR
+100.2%
+29.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.5% | -1.9% | +3.3% | +1.9% |
| 30D | -2.6% | -4.1% | +1.5% | -1.7% |
| 3M | 0.0% | +21.7% | -21.7% | -4.8% |
| 6M | +7.4% | +1.5% | +5.9% | +6.2% |
| YTD | +15.9% | +13.1% | +2.7% | +11.3% |
| 1Y | +18.1% | +13.0% | +5.1% | +13.3% |
| 3Y | +58.4% | +6.9% | +51.5% | +52.9% |
| 5Y | +5.2% | -10.5% | +15.7% | +5.0% |
| 10Y | +35.9% | +20.9% | +15.0% | +21.9% |
| All | +130.0% | +100.2% | +29.7% | +105.8% |
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