+170.9%
EXC vs AMCR
+100.2%
+70.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.3% | -1.9% | +2.2% | +0.8% |
| 30D | -3.7% | -4.1% | +0.4% | -2.7% |
| 3M | -1.3% | +21.7% | -23.0% | -7.0% |
| 6M | -9.7% | +1.5% | -11.2% | -10.8% |
| YTD | +2.9% | +13.1% | -10.2% | -2.2% |
| 1Y | +4.4% | +13.0% | -8.6% | -1.0% |
| 3Y | +22.2% | +6.9% | +15.3% | +16.1% |
| 5Y | +46.7% | -10.5% | +57.2% | +46.3% |
| 10Y | +155.3% | +20.9% | +134.5% | +119.8% |
| All | +170.9% | +100.2% | +70.7% | +120.8% |
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