+50.7%
O vs AMCR
+14.6%
+36.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -2.9% | -6.3% | +3.4% | -0.4% |
| 30D | -4.5% | -7.8% | +3.3% | -1.6% |
| 3M | -2.6% | +7.5% | -10.2% | -5.7% |
| 6M | -5.6% | +2.7% | -8.3% | -7.7% |
| YTD | +9.3% | +6.0% | +3.2% | +4.8% |
| 1Y | +4.3% | +7.8% | -3.5% | -0.9% |
| 3Y | +27.4% | +5.8% | +21.6% | +19.1% |
| 5Y | +17.1% | -11.6% | +28.7% | +16.6% |
| All | +50.7% | +14.6% | +36.1% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling