+213.9%
O vs AMCR
+96.6%
+117.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.6% | -1.8% | +1.3% | 0.0% |
| 30D | -2.0% | -6.0% | +4.1% | -0.2% |
| 3M | +3.0% | +18.9% | -15.9% | -2.5% |
| 6M | -3.6% | +5.7% | -9.3% | -6.0% |
| YTD | +12.1% | +11.1% | +1.0% | +7.1% |
| 1Y | +8.9% | +12.7% | -3.8% | +3.5% |
| 3Y | +30.3% | +9.6% | +20.8% | +23.2% |
| 5Y | +13.7% | -10.3% | +24.0% | +13.5% |
| 10Y | +50.3% | +16.5% | +33.8% | +27.6% |
| All | +213.9% | +96.6% | +117.3% | +160.6% |
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