+2,077.9%
GOOG vs AMCR
+97.2%
+1,980.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.5% |
| 7D | -1.6% | -6.3% | +4.7% | -0.1% |
| 30D | -7.7% | -7.1% | -0.5% | -6.1% |
| 3M | -9.3% | +12.7% | -22.0% | -12.0% |
| 6M | +7.4% | +5.2% | +2.3% | +5.7% |
| YTD | +4.9% | +8.1% | -3.2% | +2.0% |
| 1Y | +37.2% | +11.7% | +25.5% | +32.2% |
| 3Y | +141.6% | +9.9% | +131.7% | +130.4% |
| 5Y | +128.8% | -8.7% | +137.4% | +128.6% |
| 10Y | +772.7% | +16.8% | +755.9% | +699.7% |
| All | +2,077.9% | +97.2% | +1,980.7% | +1,936.6% |
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 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