+1,381.0%
NET vs AMCR
+33.7%
+1,347.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.6% |
| 7D | -16.4% | +6.2% | -22.6% | -18.3% |
| 30D | -25.8% | +16.0% | -41.9% | -29.7% |
| 3M | -11.5% | +4.4% | -15.9% | -13.3% |
| 6M | +18.9% | +35.5% | -16.6% | +5.2% |
| YTD | +35.2% | +21.5% | +13.7% | +22.6% |
| 1Y | +14.5% | +30.7% | -16.3% | +0.4% |
| 3Y | +313.8% | +25.5% | +288.3% | +258.1% |
| 5Y | +32.6% | +2.5% | +30.1% | +28.1% |
| All | +1,381.0% | +33.7% | +1,347.3% | +1,115.5% |
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