+124.0%
EW vs AMCR
+16.5%
+107.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -3.4% | -5.0% | +1.6% | -1.7% |
| 30D | -7.4% | -8.0% | +0.6% | -4.9% |
| 3M | +0.9% | +14.3% | -13.4% | -3.8% |
| 6M | +1.2% | +5.3% | -4.2% | -1.5% |
| YTD | +1.8% | +7.7% | -6.0% | -2.3% |
| 1Y | +10.8% | +10.8% | 0.0% | +5.2% |
| 3Y | +17.1% | +9.6% | +7.6% | +8.5% |
| 5Y | -28.2% | -10.2% | -18.0% | -28.5% |
| All | +124.0% | +16.5% | +107.5% | +82.0% |
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