+1,735.5%
LYV vs AMCR
+93.5%
+1,642.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | -1.9% | -6.3% | +4.3% | +0.3% |
| 30D | -8.2% | -7.8% | -0.4% | -5.5% |
| 3M | -1.3% | +7.5% | -8.8% | -4.1% |
| 6M | +2.6% | +2.7% | -0.1% | +0.8% |
| YTD | +19.4% | +6.0% | +13.4% | +15.5% |
| 1Y | -2.2% | +7.8% | -10.0% | -6.3% |
| 3Y | +106.0% | +5.8% | +100.3% | +95.3% |
| 5Y | +97.7% | -11.6% | +109.3% | +99.4% |
| 10Y | +560.5% | +14.6% | +545.9% | +482.9% |
| All | +1,735.5% | +93.5% | +1,642.0% | +1,520.3% |
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 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