+322.4%
NET vs AMCR
+25.8%
+296.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.7% |
| 7D | -16.4% | +6.2% | -22.6% | -16.7% |
| 30D | -25.8% | +16.0% | -41.9% | -26.7% |
| 3M | -11.5% | +4.4% | -15.9% | -11.8% |
| 6M | +18.9% | +35.5% | -16.6% | +14.5% |
| YTD | +35.2% | +21.5% | +13.7% | +30.9% |
| 1Y | +14.5% | +30.7% | -16.3% | +8.8% |
| All | +322.4% | +25.8% | +296.6% | +266.4% |
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