+40.1%
MA vs AMCR
+10.1%
+30.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -1.8% | -1.8% | +0.1% | -1.5% |
| 30D | +1.4% | -6.0% | +7.4% | +2.2% |
| 3M | +17.7% | +18.9% | -1.2% | +15.1% |
| 6M | +9.7% | +5.7% | +4.0% | +8.8% |
| YTD | +0.5% | +11.1% | -10.6% | -1.6% |
| 1Y | -2.1% | +12.7% | -14.8% | -4.4% |
| 3Y | +40.1% | +9.6% | +30.5% | +37.8% |
| All | +40.1% | +10.1% | +30.0% | +37.8% |
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 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