+75.8%
GM vs AMCR
-12.3%
+88.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -2.4% | -6.3% | +3.8% | +0.9% |
| 30D | -1.1% | -7.8% | +6.7% | +3.1% |
| 3M | +6.1% | +7.5% | -1.4% | +1.7% |
| 6M | +15.0% | +2.7% | +12.3% | +12.3% |
| YTD | +6.0% | +6.0% | 0.0% | +0.7% |
| 1Y | +47.1% | +7.8% | +39.3% | +38.0% |
| 3Y | +170.5% | +5.8% | +164.7% | +144.2% |
| All | +75.8% | -12.3% | +88.1% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling