+195.6%
EQT vs AMCR
-10.9%
+206.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | -5.0% | +3.8% | +0.2% |
| 30D | +1.1% | -8.0% | +9.1% | +3.4% |
| 3M | +4.8% | +14.3% | -9.5% | 0.0% |
| 6M | -10.6% | +5.3% | -15.9% | -12.9% |
| YTD | +3.4% | +7.7% | -4.3% | -0.9% |
| 1Y | +8.7% | +10.8% | -2.2% | +2.7% |
| 3Y | +35.0% | +9.6% | +25.4% | +22.1% |
| All | +195.6% | -10.9% | +206.5% | +230.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling