+273.0%
EMR vs AMCR
+14.6%
+258.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.4% |
| 7D | -0.4% | -6.3% | +5.9% | +2.8% |
| 30D | -6.8% | -7.8% | +1.0% | -3.0% |
| 3M | +7.5% | +7.5% | -0.1% | +3.2% |
| 6M | +9.9% | +2.7% | +7.2% | +7.8% |
| YTD | +16.0% | +6.0% | +9.9% | +11.2% |
| 1Y | +12.4% | +7.8% | +4.7% | +6.5% |
| 3Y | +60.2% | +5.8% | +54.5% | +49.3% |
| 5Y | +67.9% | -11.6% | +79.5% | +70.1% |
| All | +273.0% | +14.6% | +258.4% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling