+655.3%
P vs AMCR
+20.2%
+635.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.1% |
| 7D | -4.7% | -8.5% | +3.8% | -1.1% |
| 30D | -31.4% | +6.8% | -38.2% | -33.5% |
| 3M | -2.6% | -5.0% | +2.4% | -1.3% |
| 6M | +21.9% | +13.9% | +8.1% | +13.5% |
| YTD | +58.9% | +11.2% | +47.7% | +47.6% |
| 1Y | +21.7% | +11.3% | +10.4% | +12.7% |
| 3Y | +193.3% | +15.4% | +177.9% | +157.8% |
| 5Y | +275.1% | -7.7% | +282.9% | +264.6% |
| 10Y | +655.3% | +20.2% | +635.1% | +430.8% |
| All | +655.3% | +20.2% | +635.1% | +430.8% |
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