+485.4%
P vs AMCR
+54.0%
+431.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.4% |
| 3M | +26.7% | +21.7% | +5.1% | +16.8% |
| 6M | +62.2% | +1.5% | +60.7% | +59.1% |
| YTD | +48.5% | +13.1% | +35.4% | +38.9% |
| 1Y | +26.4% | +13.0% | +13.4% | +17.7% |
| 3Y | +159.4% | +6.9% | +152.5% | +140.6% |
| 5Y | +275.8% | -10.5% | +286.2% | +274.1% |
| 10Y | +732.0% | +20.9% | +711.2% | +547.1% |
| All | +485.4% | +54.0% | +431.4% | +376.4% |
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 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