+524.1%
EW vs AMCR
+96.6%
+427.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | -4.6% | +3.8% |
| 3Y | +17.1% | +9.6% | +7.5% | +11.4% |
| 5Y | -29.4% | -10.3% | -19.0% | -29.3% |
| 10Y | +121.7% | +16.5% | +105.3% | +97.8% |
| All | +524.1% | +96.6% | +427.5% | +455.5% |
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