+243.8%
HPQ vs AMCR
+14.6%
+229.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.6% | +10.0% | +9.2% |
| 7D | +9.8% | -6.3% | +16.0% | +13.1% |
| 30D | +22.4% | -7.8% | +30.2% | +27.0% |
| 3M | +45.2% | +7.5% | +37.6% | +39.5% |
| 6M | +96.4% | +2.7% | +93.7% | +90.6% |
| YTD | +65.4% | +6.0% | +59.4% | +56.6% |
| 1Y | +31.6% | +7.8% | +23.8% | +23.1% |
| 3Y | +37.0% | +5.8% | +31.2% | +26.5% |
| 5Y | +53.0% | -11.6% | +64.6% | +55.3% |
| All | +243.8% | +14.6% | +229.2% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling