+48.4%
FE vs AMCR
-10.5%
+58.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +0.6% | -1.8% | +2.5% | +1.0% |
| 30D | -2.1% | -6.0% | +3.9% | -0.8% |
| 3M | +2.6% | +18.9% | -16.3% | -1.7% |
| 6M | -6.8% | +5.7% | -12.4% | -8.4% |
| YTD | +6.9% | +11.1% | -4.2% | +2.9% |
| 1Y | +11.6% | +12.7% | -1.2% | +6.7% |
| 3Y | +47.7% | +9.6% | +38.1% | +39.1% |
| All | +48.4% | -10.5% | +58.9% | +47.6% |
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