+37.3%
IR vs AMCR
-10.2%
+47.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.5% |
| 7D | -1.9% | -6.3% | +4.4% | +1.7% |
| 30D | -15.0% | -7.1% | -7.9% | -11.5% |
| 3M | -0.4% | +12.7% | -13.1% | -7.0% |
| 6M | -15.0% | +5.2% | -20.2% | -17.9% |
| YTD | -7.1% | +8.1% | -15.1% | -12.2% |
| 1Y | -7.5% | +11.7% | -19.3% | -14.5% |
| 3Y | +6.3% | +9.9% | -3.6% | -4.2% |
| 5Y | +37.3% | -8.7% | +46.0% | +38.3% |
| All | +37.3% | -10.2% | +47.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling