+158.7%
P vs AMCR
+10.1%
+148.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | +7.8% | -1.8% | +9.7% | +8.1% |
| 30D | +12.3% | -6.0% | +18.3% | +13.4% |
| 3M | +37.1% | +18.9% | +18.2% | +32.0% |
| 6M | +66.1% | +5.7% | +60.4% | +63.3% |
| YTD | +50.9% | +11.1% | +39.8% | +47.1% |
| 1Y | +27.2% | +12.7% | +14.5% | +23.1% |
| 3Y | +158.7% | +9.6% | +149.1% | +137.5% |
| All | +158.7% | +10.1% | +148.6% | +137.5% |
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 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