+506.4%
ETR vs AMCR
+96.6%
+409.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | +1.4% | -1.8% | +3.3% | +1.9% |
| 30D | +1.9% | -6.0% | +7.9% | +3.4% |
| 3M | +1.0% | +18.9% | -17.9% | -3.9% |
| 6M | +4.8% | +5.7% | -0.8% | +2.5% |
| YTD | +19.5% | +11.1% | +8.5% | +14.7% |
| 1Y | +28.1% | +12.7% | +15.4% | +22.2% |
| 3Y | +151.1% | +9.6% | +141.6% | +139.2% |
| 5Y | +125.2% | -10.3% | +135.5% | +125.1% |
| 10Y | +291.1% | +16.5% | +274.7% | +248.2% |
| All | +506.4% | +96.6% | +409.8% | +436.8% |
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