-29.3%
EW vs AMCR
-12.3%
-17.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | -6.2% | -6.3% | +0.1% | -4.5% |
| 30D | -9.3% | -7.8% | -1.5% | -7.3% |
| 3M | -1.6% | +7.5% | -9.2% | -3.8% |
| 6M | -0.8% | +2.7% | -3.5% | -2.2% |
| YTD | -1.0% | +6.0% | -7.1% | -4.0% |
| 1Y | +8.2% | +7.8% | +0.4% | +4.2% |
| 3Y | +12.7% | +5.8% | +6.9% | +5.2% |
| All | -29.3% | -12.3% | -17.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling