+524.1%
EW vs AMCR
+102.7%
+421.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.1% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -3.3% | -6.0% | +2.7% | -1.9% |
| 3M | +1.0% | +18.9% | -17.9% | -3.3% |
| 6M | +6.2% | +5.7% | +0.6% | +4.2% |
| YTD | +1.7% | +11.1% | -9.4% | -1.8% |
| 1Y | +8.1% | +14.4% | -6.3% | +3.4% |
| 3Y | +17.1% | +13.0% | +4.1% | +10.6% |
| 5Y | -29.4% | -7.5% | -21.8% | -29.9% |
| 10Y | +121.7% | +20.1% | +101.6% | +96.3% |
| All | +524.1% | +102.7% | +421.4% | +451.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling