+18,724.0%
FIX vs AMCR
+100.2%
+18,623.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | -1.9% | +7.9% | +6.7% |
| 30D | -7.2% | -4.1% | -3.2% | -6.0% |
| 3M | -15.9% | +21.7% | -37.5% | -22.6% |
| 6M | +12.7% | +1.5% | +11.3% | +10.9% |
| YTD | +72.8% | +13.1% | +59.7% | +61.8% |
| 1Y | +122.9% | +13.0% | +109.9% | +108.2% |
| 3Y | +774.3% | +6.9% | +767.4% | +715.7% |
| 5Y | +2,049.5% | -10.5% | +2,059.9% | +2,052.4% |
| 10Y | +5,821.5% | +20.9% | +5,800.6% | +4,962.1% |
| All | +18,724.0% | +100.2% | +18,623.8% | +15,951.8% |
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