+764.4%
FIX vs AMCR
+11.6%
+752.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | -1.9% | +7.9% | +6.4% |
| 30D | -7.2% | -4.1% | -3.2% | -6.5% |
| 3M | -15.9% | +21.7% | -37.5% | -20.6% |
| 6M | +12.7% | +1.5% | +11.3% | +10.3% |
| YTD | +72.8% | +13.1% | +59.7% | +64.9% |
| 1Y | +122.9% | +13.0% | +109.9% | +112.3% |
| All | +764.4% | +11.6% | +752.8% | +699.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling