+367.2%
EMR vs AMCR
+102.7%
+264.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +3.1% | -1.8% | +4.9% | +3.8% |
| 30D | -3.5% | -6.0% | +2.5% | -1.3% |
| 3M | +9.8% | +18.9% | -9.1% | +2.5% |
| 6M | +10.8% | +5.7% | +5.1% | +8.0% |
| YTD | +15.9% | +11.1% | +4.8% | +10.6% |
| 1Y | +16.4% | +14.4% | +2.0% | +9.5% |
| 3Y | +62.1% | +13.0% | +49.1% | +51.0% |
| 5Y | +62.9% | -7.5% | +70.5% | +62.8% |
| 10Y | +267.8% | +20.1% | +247.7% | +217.2% |
| All | +367.2% | +102.7% | +264.5% | +300.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling