+1,449.6%
NET vs AMCR
+24.5%
+1,425.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -7.0% | -1.9% | -5.1% | -6.4% |
| 30D | -4.8% | -4.1% | -0.7% | -3.6% |
| 3M | +3.8% | +21.7% | -17.8% | -3.8% |
| 6M | +50.0% | +1.5% | +48.6% | +47.5% |
| YTD | +41.5% | +13.1% | +28.4% | +32.0% |
| 1Y | +32.8% | +16.5% | +16.3% | +22.1% |
| 3Y | +335.9% | +10.3% | +325.6% | +299.3% |
| 5Y | +113.8% | -7.7% | +121.5% | +114.2% |
| All | +1,449.6% | +24.5% | +1,425.1% | +1,209.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling