+70.1%
MA vs AMCR
+18.2%
+51.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | -3.8% | +5.6% | +2.4% |
| 30D | +11.8% | +8.3% | +3.5% | +10.8% |
| 3M | +17.2% | -2.7% | +19.9% | +17.7% |
| 6M | +33.4% | +16.7% | +16.7% | +30.8% |
| YTD | +16.1% | +13.2% | +2.9% | +13.6% |
| 1Y | +19.9% | +13.7% | +6.2% | +17.1% |
| 3Y | +70.1% | +17.4% | +52.6% | +68.0% |
| All | +70.1% | +18.2% | +51.8% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling