+50.3%
NDAQ vs AMCR
-9.6%
+59.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -6.8% | -5.0% | -1.8% | -5.4% |
| 30D | -3.2% | -8.0% | +4.8% | -0.9% |
| 3M | +6.5% | +14.3% | -7.8% | +2.1% |
| 6M | +5.7% | +5.3% | +0.4% | +3.4% |
| YTD | -4.6% | +7.7% | -12.4% | -8.4% |
| 1Y | -1.6% | +10.8% | -12.4% | -6.7% |
| 3Y | +86.4% | +9.6% | +76.9% | +71.7% |
| 5Y | +50.3% | -10.2% | +60.5% | +52.5% |
| All | +50.3% | -9.6% | +59.9% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling