+80.1%
FE vs AMCR
+100.2%
-20.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | -1.2% | -4.1% | +2.9% | -0.3% |
| 3M | +3.5% | +21.7% | -18.2% | -1.5% |
| 6M | -6.1% | +1.5% | -7.5% | -7.0% |
| YTD | +7.6% | +13.1% | -5.5% | +3.2% |
| 1Y | +11.9% | +13.0% | -1.1% | +7.2% |
| 3Y | +48.4% | +6.9% | +41.5% | +42.4% |
| 5Y | +44.8% | -10.5% | +55.2% | +44.3% |
| 10Y | +115.9% | +20.9% | +95.0% | +90.1% |
| All | +80.1% | +100.2% | -20.1% | +53.5% |
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