+504.9%
P vs AMCR
+58.7%
+446.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | -9.6% | -7.9% | -1.7% | -6.8% |
| 30D | -33.4% | +8.2% | -41.6% | -35.5% |
| 3M | +14.2% | -4.3% | +18.5% | +15.4% |
| 6M | +31.6% | +16.6% | +15.0% | +22.4% |
| YTD | +53.5% | +13.1% | +40.4% | +42.9% |
| 1Y | +14.2% | +14.4% | -0.2% | +5.6% |
| 3Y | +190.5% | +18.4% | +172.1% | +157.2% |
| 5Y | +256.3% | -5.8% | +262.1% | +245.8% |
| 10Y | +707.9% | +22.3% | +685.6% | +516.6% |
| All | +504.9% | +58.7% | +446.2% | +384.2% |
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