+28.7%
O vs AMCR
+8.5%
+20.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.8% |
| 7D | -2.3% | -6.3% | +4.0% | -0.8% |
| 30D | -2.4% | -7.1% | +4.7% | -0.8% |
| 3M | -0.6% | +12.7% | -13.3% | -3.6% |
| 6M | -5.0% | +5.2% | -10.1% | -6.6% |
| YTD | +10.4% | +8.1% | +2.3% | +7.1% |
| 1Y | +6.6% | +11.7% | -5.2% | +2.3% |
| All | +28.7% | +8.5% | +20.2% | +21.4% |
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