+488.5%
NDAQ vs AMCR
+18.6%
+469.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.3% | -2.4% | +3.6% | +2.1% |
| 30D | +18.0% | +3.6% | +14.4% | +16.6% |
| 3M | +11.5% | -4.2% | +15.7% | +12.9% |
| 6M | +21.1% | +15.5% | +5.6% | +14.8% |
| YTD | +12.8% | +9.7% | +3.1% | +7.3% |
| 1Y | +25.7% | +8.3% | +17.4% | +20.1% |
| 3Y | +116.8% | +15.4% | +101.4% | +98.1% |
| 5Y | +67.3% | -9.1% | +76.4% | +66.0% |
| All | +488.5% | +18.6% | +469.8% | +383.6% |
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 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