+31.0%
F vs AMCR
+11.5%
+19.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +5.3% | -3.3% | +8.6% | +6.6% |
| 30D | +4.6% | -5.4% | +10.0% | +6.7% |
| 3M | -3.7% | +20.0% | -23.6% | -10.5% |
| 6M | +16.8% | 0.0% | +16.8% | +13.8% |
| YTD | +15.3% | +11.5% | +3.8% | +9.1% |
| 1Y | +31.0% | +11.4% | +19.6% | +24.3% |
| All | +31.0% | +11.5% | +19.5% | +24.3% |
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 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