+485.4%
P vs AMCR
+58.8%
+426.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +6.5% | -1.9% | +8.4% | +7.2% |
| 30D | +18.8% | -4.1% | +22.9% | +20.5% |
| 3M | +26.7% | +21.7% | +5.1% | +16.7% |
| 6M | +62.2% | +1.5% | +60.7% | +59.1% |
| YTD | +48.5% | +13.1% | +35.4% | +38.9% |
| 1Y | +26.4% | +16.5% | +9.9% | +16.2% |
| 3Y | +159.4% | +10.3% | +149.2% | +137.6% |
| 5Y | +275.8% | -7.7% | +283.5% | +269.4% |
| 10Y | +732.0% | +24.6% | +707.4% | +539.0% |
| All | +485.4% | +58.8% | +426.6% | +370.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling