+7.4%
GOOG vs AMCR
+4.6%
+2.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.2% |
| 7D | -1.6% | -6.3% | +4.7% | +0.4% |
| 30D | -7.7% | -7.1% | -0.5% | -5.6% |
| 3M | -9.3% | +12.7% | -22.0% | -13.6% |
| 6M | +7.4% | +5.2% | +2.3% | +5.4% |
| All | +7.4% | +4.6% | +2.8% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling