+136.0%
GOOG vs AMCR
-12.3%
+148.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | 0.0% | -6.3% | +6.3% | +2.2% |
| 30D | -2.0% | -7.8% | +5.8% | +0.6% |
| 3M | -5.9% | +7.5% | -13.4% | -8.5% |
| 6M | +8.9% | +2.7% | +6.2% | +7.0% |
| YTD | +7.1% | +6.0% | +1.1% | +3.1% |
| 1Y | +39.7% | +7.8% | +31.9% | +33.2% |
| 3Y | +145.8% | +5.8% | +140.1% | +124.9% |
| All | +136.0% | -12.3% | +148.4% | +144.6% |
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