+58.3%
EMR vs AMCR
+8.5%
+49.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.1% |
| 7D | +0.9% | -6.3% | +7.2% | +3.6% |
| 30D | -5.0% | -7.1% | +2.2% | -2.1% |
| 3M | +5.9% | +12.7% | -6.8% | +0.6% |
| 6M | +7.3% | +5.2% | +2.2% | +4.3% |
| YTD | +14.6% | +8.1% | +6.5% | +9.8% |
| 1Y | +15.6% | +11.7% | +3.9% | +9.3% |
| All | +58.3% | +8.5% | +49.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling