+1,437.9%
NDAQ vs AMCR
+100.2%
+1,337.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.4% | -1.9% | -0.6% | -2.0% |
| 30D | +2.5% | -4.1% | +6.5% | +3.4% |
| 3M | +9.9% | +21.7% | -11.8% | +4.6% |
| 6M | +9.4% | +1.5% | +7.9% | +8.4% |
| YTD | +0.4% | +13.1% | -12.7% | -3.7% |
| 1Y | +4.0% | +13.0% | -9.0% | -0.4% |
| 3Y | +94.4% | +6.9% | +87.5% | +86.7% |
| 5Y | +56.7% | -10.5% | +67.2% | +56.8% |
| 10Y | +375.3% | +20.9% | +354.4% | +323.5% |
| All | +1,437.9% | +100.2% | +1,337.7% | +1,238.5% |
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 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