+72.2%
EQX vs AMCR
-12.3%
+84.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | -3.2% | -6.3% | +3.1% | -0.6% |
| 30D | +7.8% | -7.8% | +15.6% | +11.5% |
| 3M | +21.3% | +7.5% | +13.8% | +17.6% |
| 6M | -22.4% | +2.7% | -25.1% | -23.6% |
| YTD | -11.3% | +6.0% | -17.3% | -13.2% |
| 1Y | +13.5% | +7.8% | +5.7% | +10.3% |
| 3Y | +162.1% | +5.8% | +156.4% | +142.3% |
| All | +72.2% | -12.3% | +84.5% | +82.5% |
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