+86.7%
NDAQ vs AMCR
+8.2%
+78.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -6.8% | -5.0% | -1.8% | -5.9% |
| 30D | -3.2% | -8.0% | +4.8% | -1.7% |
| 3M | +6.5% | +14.3% | -7.8% | +3.8% |
| 6M | +5.7% | +5.3% | +0.4% | +4.5% |
| YTD | -4.6% | +7.7% | -12.4% | -7.1% |
| 1Y | -1.6% | +10.8% | -12.4% | -5.0% |
| All | +86.7% | +8.2% | +78.5% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling