+187.4%
F vs AMCR
+100.2%
+87.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +18.0% | +22.9% |
| 3Y | +45.4% | +6.9% | +38.5% | +38.1% |
| 5Y | +54.7% | -10.5% | +65.1% | +58.2% |
| 10Y | +98.2% | +20.9% | +77.4% | +76.6% |
| All | +187.4% | +100.2% | +87.2% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling