+81.0%
FE vs AMCR
+103.0%
-22.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -0.4% | -8.5% | +8.1% | +1.6% |
| 30D | +3.6% | +6.8% | -3.2% | +1.9% |
| 3M | +0.3% | -5.0% | +5.3% | +1.3% |
| 6M | +6.4% | +13.9% | -7.5% | +2.7% |
| YTD | +8.1% | +11.2% | -3.1% | +4.0% |
| 1Y | +4.6% | +11.3% | -6.7% | +0.5% |
| 3Y | +49.1% | +15.4% | +33.7% | +40.2% |
| 5Y | +46.1% | -7.7% | +53.8% | +44.3% |
| 10Y | +122.7% | +20.2% | +102.5% | +95.2% |
| All | +81.0% | +103.0% | -22.0% | +53.4% |
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