+724.4%
EWT vs AMCR
+97.2%
+627.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | +2.1% | -6.3% | +8.4% | +3.5% |
| 30D | +9.4% | -7.1% | +16.5% | +11.0% |
| 3M | +10.9% | +12.7% | -1.8% | +7.8% |
| 6M | +57.9% | +5.2% | +52.8% | +55.5% |
| YTD | +75.9% | +8.1% | +67.9% | +71.9% |
| 1Y | +89.7% | +11.7% | +78.0% | +84.0% |
| 3Y | +200.9% | +9.9% | +191.0% | +190.6% |
| 5Y | +154.5% | -8.7% | +163.2% | +153.4% |
| 10Y | +520.8% | +16.8% | +504.0% | +475.1% |
| All | +724.4% | +97.2% | +627.2% | +661.3% |
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