+14.4%
FIX vs AMCR
+32.3%
-17.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.3% | -18.4% | -15.0% |
| 7D | -18.9% | +6.2% | -25.1% | -19.1% |
| 30D | -36.3% | +16.0% | -52.3% | -37.0% |
| 3M | -38.5% | +4.4% | -42.9% | -38.4% |
| 6M | -42.3% | +35.5% | -77.8% | -46.1% |
| YTD | +17.1% | +21.5% | -4.4% | +14.8% |
| 1Y | +14.4% | +30.7% | -16.4% | +12.1% |
| All | +14.4% | +32.3% | -17.9% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling