+37.5%
F vs AMCR
+10.1%
+27.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.5% |
| 7D | +1.2% | -1.8% | +3.0% | +2.0% |
| 30D | +1.2% | -6.0% | +7.3% | +4.0% |
| 3M | -5.7% | +18.9% | -24.6% | -13.0% |
| 6M | +17.9% | +5.7% | +12.3% | +14.0% |
| YTD | +10.4% | +11.1% | -0.7% | +3.7% |
| 1Y | +25.3% | +12.7% | +12.6% | +16.6% |
| 3Y | +37.5% | +9.6% | +27.9% | +26.4% |
| All | +37.5% | +10.1% | +27.4% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling