+442.7%
GM vs AMCR
+96.6%
+346.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.1% | -5.0% | +3.9% | +1.0% |
| 30D | -3.4% | -8.0% | +4.6% | -0.1% |
| 3M | +8.7% | +14.3% | -5.6% | +2.6% |
| 6M | +15.4% | +5.3% | +10.1% | +12.3% |
| YTD | +6.6% | +7.7% | -1.1% | +2.2% |
| 1Y | +51.5% | +10.8% | +40.6% | +43.3% |
| 3Y | +169.3% | +9.6% | +159.8% | +151.4% |
| 5Y | +81.6% | -10.2% | +91.7% | +84.8% |
| 10Y | +240.7% | +16.5% | +224.2% | +200.4% |
| All | +442.7% | +96.6% | +346.1% | +346.1% |
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