+274.5%
IR vs AMCR
+18.3%
+256.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -3.1% | -5.0% | +1.9% | -0.5% |
| 30D | -14.0% | -8.0% | -6.0% | -10.3% |
| 3M | +3.7% | +14.3% | -10.5% | -3.2% |
| 6M | -15.4% | +5.3% | -20.7% | -17.9% |
| YTD | -7.7% | +7.7% | -15.4% | -11.9% |
| 1Y | -8.8% | +10.8% | -19.7% | -14.5% |
| 3Y | +5.6% | +9.6% | -4.0% | -2.4% |
| 5Y | +34.3% | -10.2% | +44.5% | +37.5% |
| All | +274.5% | +18.3% | +256.2% | +213.4% |
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 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