+47.9%
DE vs AMCR
+11.5%
+36.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +10.0% | -3.3% | +13.3% | +11.4% |
| 30D | +13.3% | -5.4% | +18.8% | +15.9% |
| 3M | +17.5% | +20.0% | -2.4% | +9.3% |
| 6M | +13.6% | 0.0% | +13.5% | +12.4% |
| YTD | +49.8% | +11.5% | +38.3% | +44.1% |
| 1Y | +47.9% | +11.4% | +36.5% | +41.4% |
| All | +47.9% | +11.5% | +36.3% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling