+84.1%
F vs AMCR
+16.8%
+67.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.5% |
| 7D | -4.9% | -6.3% | +1.4% | -1.5% |
| 30D | -2.9% | -7.1% | +4.2% | +1.0% |
| 3M | -9.1% | +12.7% | -21.7% | -15.1% |
| 6M | +12.9% | +5.2% | +7.8% | +8.9% |
| YTD | +6.1% | +8.1% | -2.0% | 0.0% |
| 1Y | +22.5% | +11.7% | +10.8% | +13.1% |
| 3Y | +32.1% | +9.9% | +22.1% | +20.5% |
| 5Y | +43.7% | -8.7% | +52.4% | +46.1% |
| 10Y | +84.1% | +16.8% | +67.3% | +54.3% |
| All | +84.1% | +16.8% | +67.3% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling