+238.8%
EQX vs AMCR
+32.8%
+206.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -3.2% | -6.3% | +3.1% | -1.2% |
| 30D | +7.8% | -7.8% | +15.6% | +10.7% |
| 3M | +21.3% | +7.5% | +13.8% | +18.5% |
| 6M | -22.4% | +2.7% | -25.1% | -23.2% |
| YTD | -11.3% | +6.0% | -17.3% | -12.8% |
| 1Y | +13.5% | +7.8% | +5.7% | +11.0% |
| 3Y | +162.1% | +5.8% | +156.4% | +151.1% |
| 5Y | +84.2% | -11.6% | +95.8% | +86.4% |
| All | +238.8% | +32.8% | +206.0% | +221.3% |
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