-70.4%
LYFT vs AMCR
-12.3%
-58.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.6% |
| 7D | -8.4% | -6.3% | -2.1% | -6.1% |
| 30D | -7.6% | -7.8% | +0.2% | -4.7% |
| 3M | +11.7% | +7.5% | +4.2% | +9.2% |
| 6M | +15.1% | +2.7% | +12.4% | +13.7% |
| YTD | -20.9% | +6.0% | -26.9% | -24.0% |
| 1Y | -16.4% | +7.8% | -24.2% | -20.4% |
| 3Y | +35.2% | +5.8% | +29.4% | +27.1% |
| All | -70.4% | -12.3% | -58.1% | -69.8% |
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