+2,174.6%
MSCI vs AMCR
+100.3%
+2,074.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -0.7% | -4.5% | +3.8% | +0.6% |
| 30D | +16.2% | +4.9% | +11.3% | +14.7% |
| 3M | +16.1% | -4.6% | +20.7% | +17.6% |
| 6M | +12.9% | +15.2% | -2.2% | +7.9% |
| YTD | +14.8% | +9.7% | +5.1% | +9.9% |
| 1Y | +13.8% | +10.5% | +3.3% | +8.6% |
| 3Y | +31.2% | +13.8% | +17.4% | +22.2% |
| 5Y | +5.6% | -9.1% | +14.7% | +5.6% |
| 10Y | +806.4% | +18.6% | +787.8% | +695.1% |
| All | +2,174.6% | +100.3% | +2,074.3% | +1,984.7% |
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