+556.3%
NI vs AMCR
+93.5%
+462.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | 0.0% | -6.3% | +6.3% | +1.6% |
| 30D | -1.4% | -7.8% | +6.4% | +0.4% |
| 3M | -10.6% | +7.5% | -18.1% | -12.4% |
| 6M | -9.3% | +2.7% | -12.0% | -10.6% |
| YTD | +1.1% | +6.0% | -4.9% | -1.5% |
| 1Y | +3.4% | +7.8% | -4.4% | +0.1% |
| 3Y | +67.9% | +5.8% | +62.1% | +61.5% |
| 5Y | +98.0% | -11.6% | +109.6% | +98.1% |
| 10Y | +143.6% | +14.6% | +128.9% | +117.3% |
| All | +556.3% | +93.5% | +462.8% | +490.7% |
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