+284.9%
IR vs AMCR
+18.3%
+266.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | -19.2% | -13.0% |
| 3Y | +8.5% | +9.6% | -1.1% | +0.3% |
| 5Y | +43.3% | -10.3% | +53.6% | +46.7% |
| All | +284.9% | +18.3% | +266.5% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling