-13.5%
F vs AMCR
-6.2%
-7.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -0.2% | -3.8% | +3.5% | +1.8% |
| 30D | +0.9% | +8.3% | -7.4% | -3.8% |
| 3M | -11.3% | -2.7% | -8.6% | -10.2% |
| 6M | +2.0% | +16.7% | -14.7% | -7.6% |
| YTD | -3.2% | +13.2% | -16.4% | -12.1% |
| 1Y | -3.5% | +13.7% | -17.2% | -12.6% |
| 3Y | +48.1% | +17.4% | +30.6% | +25.3% |
| 5Y | -13.5% | -5.9% | -7.6% | -11.0% |
| All | -13.5% | -6.2% | -7.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling