+650.3%
NEE vs AMCR
+91.3%
+559.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.7% |
| 7D | -0.5% | -6.3% | +5.7% | +1.1% |
| 30D | -1.7% | -7.1% | +5.4% | +0.1% |
| 3M | -1.8% | +12.7% | -14.5% | -5.1% |
| 6M | -8.8% | +5.2% | -14.0% | -10.7% |
| YTD | +5.2% | +8.1% | -2.9% | +1.9% |
| 1Y | +21.3% | +10.0% | +11.3% | +16.8% |
| 3Y | +35.2% | +6.6% | +28.6% | +30.1% |
| 5Y | +10.1% | -11.4% | +21.5% | +10.7% |
| 10Y | +253.2% | +13.3% | +239.9% | +217.4% |
| All | +650.3% | +91.3% | +559.0% | +575.8% |
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