+17,217.4%
MU vs AMCR
+100.2%
+17,117.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +9.0% | -1.9% | +10.8% | +9.6% |
| 30D | +13.8% | -4.1% | +17.9% | +15.2% |
| 3M | +2.1% | +21.7% | -19.6% | -5.1% |
| 6M | +153.8% | +1.5% | +152.3% | +150.1% |
| YTD | +256.4% | +13.1% | +243.3% | +235.6% |
| 1Y | +719.8% | +13.0% | +706.8% | +671.3% |
| 3Y | +1,360.4% | +6.9% | +1,353.4% | +1,284.0% |
| 5Y | +1,312.4% | -10.5% | +1,322.9% | +1,322.4% |
| 10Y | +6,142.6% | +20.9% | +6,121.7% | +5,367.8% |
| All | +17,217.4% | +100.2% | +17,117.2% | +14,895.0% |
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