+2.1%
EXC vs AMCR
+9.1%
-7.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.1% |
| 7D | -1.9% | -4.5% | +2.5% | -1.6% |
| 30D | +7.8% | +4.9% | +2.9% | +7.8% |
| 3M | +1.9% | -4.6% | +6.4% | +2.1% |
| 6M | +3.4% | +15.2% | -11.8% | +3.4% |
| YTD | +7.6% | +9.7% | -2.2% | +6.0% |
| 1Y | +2.1% | +10.5% | -8.4% | +0.6% |
| All | +2.1% | +9.1% | -7.0% | +0.6% |
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