-11.4%
MSCI vs AMCR
-9.8%
-1.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.1% |
| 7D | -2.1% | -1.8% | -0.2% | -1.4% |
| 30D | -1.7% | -6.0% | +4.3% | +0.4% |
| 3M | -8.2% | +18.9% | -27.1% | -14.5% |
| 6M | -2.4% | +5.7% | -8.1% | -5.3% |
| YTD | -2.8% | +11.1% | -13.9% | -9.1% |
| 1Y | -2.7% | +12.7% | -15.4% | -9.8% |
| 3Y | +7.3% | +9.6% | -2.3% | -4.6% |
| 5Y | -11.4% | -10.3% | -1.1% | -11.3% |
| All | -11.4% | -9.8% | -1.6% | -11.3% |
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