+1,629.6%
MA vs AMCR
+106.6%
+1,522.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | -3.8% | +5.6% | +2.9% |
| 30D | +11.8% | +8.3% | +3.5% | +9.4% |
| 3M | +17.2% | -2.7% | +19.9% | +18.0% |
| 6M | +33.4% | +16.7% | +16.7% | +27.2% |
| YTD | +16.1% | +13.2% | +2.9% | +10.5% |
| 1Y | +19.9% | +13.7% | +6.2% | +13.9% |
| 3Y | +70.1% | +17.4% | +52.6% | +57.0% |
| 5Y | +89.6% | -5.9% | +95.6% | +87.5% |
| 10Y | +568.4% | +22.4% | +546.0% | +484.6% |
| All | +1,629.6% | +106.6% | +1,522.9% | +1,423.6% |
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