+316.4%
EOG vs AMCR
+96.6%
+219.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | +7.9% | -6.0% | +13.9% | +9.8% |
| 3M | +4.5% | +18.9% | -14.4% | -1.7% |
| 6M | +12.3% | +5.7% | +6.6% | +8.5% |
| YTD | +41.9% | +11.1% | +30.8% | +34.4% |
| 1Y | +27.8% | +12.7% | +15.1% | +20.2% |
| 3Y | +21.8% | +9.6% | +12.2% | +13.5% |
| 5Y | +174.0% | -10.3% | +184.3% | +171.4% |
| 10Y | +110.4% | +16.5% | +93.9% | +80.4% |
| All | +316.4% | +96.6% | +219.8% | +250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling