+8.2%
EW vs AMCR
+9.4%
-1.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.6% |
| 7D | -6.2% | -6.3% | +0.1% | -5.4% |
| 30D | -9.3% | -7.8% | -1.5% | -8.5% |
| 3M | -1.6% | +7.5% | -9.2% | -2.4% |
| 6M | -0.8% | +2.7% | -3.5% | -1.6% |
| YTD | -1.0% | +6.0% | -7.1% | -2.1% |
| 1Y | +8.2% | +7.8% | +0.4% | +7.2% |
| All | +8.2% | +9.4% | -1.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling