+128.1%
FIX vs AMCR
+10.0%
+118.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.7% |
| 7D | +3.5% | -6.3% | +9.8% | +4.4% |
| 30D | -3.5% | -7.1% | +3.6% | -2.5% |
| 3M | -11.8% | +12.7% | -24.4% | -15.3% |
| 6M | +17.8% | +5.2% | +12.6% | +12.1% |
| YTD | +73.3% | +8.1% | +65.2% | +70.1% |
| 1Y | +128.1% | +11.7% | +116.4% | +125.3% |
| All | +128.1% | +10.0% | +118.1% | +125.3% |
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