+67.5%
MA vs AMCR
-9.8%
+77.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -1.8% | -1.8% | +0.1% | -1.2% |
| 30D | +1.4% | -6.0% | +7.4% | +3.3% |
| 3M | +17.7% | +18.9% | -1.2% | +11.2% |
| 6M | +9.7% | +5.7% | +4.0% | +7.1% |
| YTD | +0.5% | +11.1% | -10.6% | -4.6% |
| 1Y | -2.1% | +12.7% | -14.8% | -7.7% |
| 3Y | +40.1% | +9.6% | +30.5% | +27.6% |
| 5Y | +67.5% | -10.3% | +77.8% | +66.4% |
| All | +67.5% | -9.8% | +77.3% | +66.4% |
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