+155.8%
EXC vs AMCR
+14.6%
+141.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -1.1% | -6.3% | +5.2% | +1.2% |
| 30D | -3.6% | -7.8% | +4.2% | -1.0% |
| 3M | -4.3% | +7.5% | -11.8% | -7.1% |
| 6M | -9.9% | +2.7% | -12.6% | -11.9% |
| YTD | +1.8% | +6.0% | -4.3% | -2.5% |
| 1Y | +2.9% | +7.8% | -4.9% | -2.4% |
| 3Y | +19.1% | +5.8% | +13.3% | +11.2% |
| 5Y | +44.8% | -11.6% | +56.5% | +44.2% |
| All | +155.8% | +14.6% | +141.2% | +103.9% |
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