+187.1%
EXC vs AMCR
+100.3%
+86.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +8.6% | +3.6% | +5.0% | +7.4% |
| 3M | +2.4% | -4.2% | +6.6% | +3.4% |
| 6M | +6.5% | +15.5% | -9.1% | +1.6% |
| YTD | +9.0% | +9.7% | -0.7% | +4.4% |
| 1Y | +4.6% | +8.3% | -3.7% | +0.5% |
| 3Y | +33.5% | +15.4% | +18.1% | +23.7% |
| 5Y | +41.4% | -9.1% | +50.5% | +40.1% |
| 10Y | +204.3% | +18.6% | +185.6% | +161.4% |
| All | +187.1% | +100.3% | +86.9% | +133.5% |
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