+9.1%
IR vs AMCR
+32.3%
-23.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -2.2% |
| 7D | +11.6% | +6.2% | +5.4% | +7.8% |
| 30D | +7.2% | +16.0% | -8.9% | -1.5% |
| 3M | -5.9% | +4.4% | -10.2% | -8.4% |
| 6M | +11.5% | +35.5% | -24.0% | -6.0% |
| YTD | +6.3% | +21.5% | -15.2% | -7.3% |
| 1Y | +9.1% | +30.7% | -21.7% | -7.6% |
| All | +9.1% | +32.3% | -23.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling