+290.1%
ETR vs AMCR
+14.6%
+275.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -1.8% | -6.3% | +4.5% | +0.3% |
| 30D | -1.8% | -7.8% | +6.0% | +0.8% |
| 3M | -3.6% | +7.5% | -11.1% | -6.3% |
| 6M | +2.6% | +2.7% | -0.1% | +0.5% |
| YTD | +16.0% | +6.0% | +10.0% | +11.6% |
| 1Y | +20.1% | +7.8% | +12.3% | +14.6% |
| 3Y | +143.6% | +5.8% | +137.8% | +130.2% |
| 5Y | +124.4% | -11.6% | +136.0% | +124.5% |
| All | +290.1% | +14.6% | +275.5% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling