+6,161.0%
FIX vs AMCR
+16.5%
+6,144.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.3% |
| 7D | +6.1% | -1.8% | +7.9% | +7.0% |
| 30D | -2.7% | -6.0% | +3.4% | +0.1% |
| 3M | -10.9% | +18.9% | -29.9% | -19.5% |
| 6M | +29.0% | +5.7% | +23.3% | +23.3% |
| YTD | +76.9% | +11.1% | +65.8% | +62.8% |
| 1Y | +130.7% | +12.7% | +118.0% | +109.6% |
| 3Y | +790.7% | +9.6% | +781.1% | +688.2% |
| 5Y | +2,185.6% | -10.3% | +2,195.9% | +2,165.9% |
| All | +6,161.0% | +16.5% | +6,144.6% | +4,519.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling