+361.5%
NDAQ vs AMCR
+14.6%
+346.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -5.9% | -6.3% | +0.4% | -3.9% |
| 30D | -4.7% | -7.8% | +3.1% | -2.2% |
| 3M | +5.5% | +7.5% | -2.0% | +2.8% |
| 6M | +7.4% | +2.7% | +4.7% | +5.5% |
| YTD | -5.5% | +6.0% | -11.5% | -9.0% |
| 1Y | -3.7% | +7.8% | -11.5% | -8.0% |
| 3Y | +85.0% | +5.8% | +79.2% | +74.4% |
| 5Y | +49.0% | -11.6% | +60.6% | +49.3% |
| All | +361.5% | +14.6% | +346.9% | +282.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling