+265.1%
MU vs AMCR
+32.3%
+232.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -7.1% |
| 7D | -19.1% | +6.2% | -25.3% | -19.5% |
| 30D | -25.2% | +16.0% | -41.3% | -26.6% |
| 3M | -10.9% | +4.4% | -15.3% | -11.1% |
| 6M | +38.0% | +35.5% | +2.5% | +29.9% |
| YTD | +178.8% | +21.5% | +157.3% | +159.8% |
| 1Y | +265.1% | +30.7% | +234.4% | +218.6% |
| All | +265.1% | +32.3% | +232.9% | +218.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling