+12,827.7%
FIX vs AMCR
+106.6%
+12,721.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -13.9% | -3.8% | -10.2% | -12.8% |
| 30D | -35.5% | +8.3% | -43.9% | -37.8% |
| 3M | -33.9% | -2.7% | -31.2% | -33.9% |
| 6M | -43.3% | +16.7% | -60.0% | -47.4% |
| YTD | +18.7% | +13.2% | +5.4% | +10.3% |
| 1Y | +13.8% | +13.7% | 0.0% | +5.4% |
| 3Y | +495.0% | +17.4% | +477.5% | +431.3% |
| 5Y | +1,049.0% | -5.9% | +1,055.0% | +1,021.1% |
| 10Y | +3,644.4% | +22.4% | +3,622.0% | +3,035.1% |
| All | +12,827.7% | +106.6% | +12,721.1% | +10,711.4% |
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