+284.9%
IR vs AMCR
+22.0%
+262.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +0.6% | -1.8% | +2.5% | +1.6% |
| 30D | -13.6% | -6.0% | -7.6% | -10.9% |
| 3M | +3.7% | +18.9% | -15.2% | -5.1% |
| 6M | -13.1% | +5.7% | -18.7% | -15.8% |
| YTD | -5.1% | +11.1% | -16.2% | -10.9% |
| 1Y | -6.5% | +14.4% | -20.9% | -13.7% |
| 3Y | +8.5% | +13.0% | -4.5% | -1.2% |
| 5Y | +43.3% | -7.5% | +50.8% | +44.5% |
| All | +284.9% | +22.0% | +262.8% | +217.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling