-0.4%
PL vs AMCR
+32.3%
-32.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.6% | -6.7% |
| 7D | -11.7% | +6.2% | -17.9% | -12.6% |
| 30D | -27.1% | +16.0% | -43.2% | -28.9% |
| 3M | -44.6% | +4.4% | -49.0% | -45.0% |
| 6M | -67.2% | +35.5% | -102.7% | -69.0% |
| YTD | -35.9% | +21.5% | -57.4% | -37.6% |
| 1Y | -0.4% | +30.7% | -31.1% | -3.7% |
| All | -0.4% | +32.3% | -32.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling