+43.6%
DE vs AMCR
+9.4%
+34.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -2.6% | -6.3% | +3.7% | 0.0% |
| 30D | +9.0% | -7.8% | +16.8% | +12.6% |
| 3M | +19.1% | +7.5% | +11.6% | +15.7% |
| 6M | +14.4% | +2.7% | +11.7% | +12.3% |
| YTD | +45.9% | +6.0% | +39.9% | +43.3% |
| 1Y | +43.6% | +7.8% | +35.8% | +40.2% |
| All | +43.6% | +9.4% | +34.2% | +40.2% |
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