+187.4%
F vs AMCR
+106.4%
+80.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +5.3% | -1.9% | +7.2% | +6.1% |
| 30D | +4.6% | -4.1% | +8.7% | +6.4% |
| 3M | -3.7% | +21.7% | -25.3% | -11.5% |
| 6M | +16.8% | +1.5% | +15.3% | +15.3% |
| YTD | +15.3% | +13.1% | +2.2% | +8.3% |
| 1Y | +31.0% | +16.5% | +14.5% | +21.3% |
| 3Y | +45.4% | +10.3% | +35.2% | +36.4% |
| 5Y | +54.7% | -7.7% | +62.3% | +56.2% |
| 10Y | +98.2% | +24.6% | +73.6% | +74.4% |
| All | +187.4% | +106.4% | +80.9% | +146.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling