+1,635.7%
MA vs AMCR
+100.3%
+1,535.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -2.4% | +3.7% | +2.0% |
| 30D | +9.6% | +3.6% | +6.0% | +8.6% |
| 3M | +16.8% | -4.2% | +21.0% | +18.1% |
| 6M | +35.2% | +15.5% | +19.7% | +29.3% |
| YTD | +16.6% | +9.7% | +6.8% | +11.9% |
| 1Y | +19.8% | +8.3% | +11.5% | +15.4% |
| 3Y | +70.7% | +15.4% | +55.3% | +58.3% |
| 5Y | +87.4% | -9.1% | +96.5% | +87.1% |
| 10Y | +570.0% | +18.6% | +551.4% | +491.2% |
| All | +1,635.7% | +100.3% | +1,535.5% | +1,442.5% |
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